+253.9%
UMC vs BIIB
-17.2%
+271.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | +11.4% | -4.0% | +15.4% | +12.0% |
| 30D | +16.8% | +5.7% | +11.1% | +15.6% |
| 3M | +19.1% | +10.9% | +8.2% | +16.1% |
| 6M | +137.4% | +14.3% | +123.1% | +128.7% |
| YTD | +186.4% | +22.4% | +164.0% | +172.1% |
| 1Y | +229.1% | +51.1% | +178.0% | +200.1% |
| All | +253.9% | -17.2% | +271.1% | +253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling