+40.7%
UMAC vs BMRN
+5.7%
+35.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.4% |
| 7D | +3.3% | -3.8% | +7.1% | +3.5% |
| 30D | -10.4% | -6.5% | -3.9% | -10.1% |
| 3M | +1.8% | +11.2% | -9.5% | +1.5% |
| 6M | +40.7% | +5.8% | +34.9% | +42.7% |
| All | +40.7% | +5.7% | +35.0% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling