+757.4%
UMAC vs BIIB
-6.4%
+763.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.8% | +13.1% | +9.7% |
| 7D | +14.7% | -1.6% | +16.3% | +14.8% |
| 30D | -0.5% | +2.2% | -2.7% | -0.7% |
| 3M | +0.5% | +10.3% | -9.8% | -1.3% |
| 6M | +57.9% | +14.9% | +43.0% | +52.9% |
| YTD | +103.9% | +20.7% | +83.2% | +92.7% |
| 1Y | +159.3% | +50.3% | +108.9% | +122.1% |
| All | +757.4% | -6.4% | +763.8% | +660.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling