+647.9%
UMAC vs BBIO
+110.5%
+537.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -4.6% | -3.3% | -1.3% | -3.1% |
| 30D | -33.5% | -9.4% | -24.1% | -30.1% |
| 3M | -7.2% | +8.4% | -15.6% | -11.7% |
| 6M | +11.1% | +4.3% | +6.8% | +7.2% |
| YTD | +77.9% | -5.4% | +83.2% | +78.0% |
| 1Y | +115.8% | +41.3% | +74.5% | +76.9% |
| All | +647.9% | +110.5% | +537.4% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling