+116.7%
UMAC vs BIIB
+51.4%
+65.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.2% |
| 7D | -3.4% | -1.7% | -1.7% | -3.8% |
| 30D | -15.1% | +4.0% | -19.1% | -13.8% |
| 3M | -10.8% | +8.6% | -19.4% | -7.2% |
| 6M | +15.7% | +14.0% | +1.7% | +21.9% |
| YTD | +80.1% | +23.4% | +56.8% | +95.9% |
| 1Y | +116.7% | +45.9% | +70.8% | +125.5% |
| All | +116.7% | +51.4% | +65.4% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling