+260.9%
UMC vs BIIB
+353.7%
-92.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.8% | +6.0% |
| 7D | +6.6% | -1.6% | +8.2% | +6.9% |
| 30D | +16.6% | +2.2% | +14.4% | +15.6% |
| 3M | +11.0% | +10.3% | +0.7% | +7.2% |
| 6M | +131.3% | +14.9% | +116.3% | +120.4% |
| YTD | +182.5% | +20.7% | +161.7% | +165.3% |
| 1Y | +222.3% | +50.3% | +171.9% | +184.2% |
| 3Y | +253.0% | -18.0% | +271.0% | +258.7% |
| 5Y | +141.8% | -33.9% | +175.8% | +153.1% |
| 10Y | +1,772.2% | -30.9% | +1,803.2% | +1,534.1% |
| All | +260.9% | +353.7% | -92.8% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling