+657.4%
UMAC vs BBIO
+110.6%
+546.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.4% | -3.2% | -0.2% | -1.9% |
| 30D | -15.1% | -13.6% | -1.5% | -8.8% |
| 3M | -10.8% | +7.2% | -18.0% | -14.6% |
| 6M | +15.7% | +1.5% | +14.2% | +12.8% |
| YTD | +80.1% | -5.3% | +85.4% | +80.2% |
| 1Y | +116.7% | +37.7% | +79.0% | +79.9% |
| All | +657.4% | +110.6% | +546.8% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling