+207.2%
UMC vs BIIB
+55.8%
+151.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.6% |
| 7D | +5.0% | +1.1% | +3.9% | +4.9% |
| 30D | +7.7% | +6.9% | +0.8% | +7.3% |
| 3M | +1.7% | +12.4% | -10.7% | +0.4% |
| 6M | +113.9% | +16.3% | +97.7% | +107.5% |
| YTD | +168.9% | +25.5% | +143.4% | +160.7% |
| 1Y | +207.2% | +57.8% | +149.4% | +212.1% |
| All | +207.2% | +55.8% | +151.4% | +212.1% |
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