+657.4%
UMAC vs BMRN
-23.8%
+681.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | -15.1% | -6.5% | -8.6% | -12.7% |
| 3M | -10.8% | +18.3% | -29.0% | -18.4% |
| 6M | +15.7% | +8.9% | +6.8% | +9.6% |
| YTD | +80.1% | +10.5% | +69.6% | +68.4% |
| 1Y | +116.7% | +17.5% | +99.2% | +93.4% |
| All | +657.4% | -23.8% | +681.3% | +702.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 3y: compounded portfolio wealth divided by compounded BMRN 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…
3y analysis · Full analysis span regression · 6 months rolling