+262.2%
UMC vs BBIO
+154.4%
+107.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -3.2% | +12.2% | +9.4% |
| 30D | +17.2% | -13.6% | +30.8% | +19.0% |
| 3M | +11.4% | +7.2% | +4.2% | +10.4% |
| 6M | +137.5% | +1.5% | +136.0% | +136.2% |
| YTD | +193.1% | -5.3% | +198.4% | +192.6% |
| 1Y | +240.3% | +37.7% | +202.6% | +224.8% |
| 3Y | +262.2% | +153.9% | +108.3% | +216.7% |
| All | +262.2% | +154.4% | +107.8% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling