+24.1%
ABBV vs UMC
+209.4%
-185.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.3% |
| 7D | +0.4% | +5.0% | -4.6% | +0.5% |
| 30D | +4.2% | +7.7% | -3.5% | +4.4% |
| 3M | +14.8% | +1.7% | +13.2% | +14.3% |
| 6M | +10.3% | +113.9% | -103.7% | +5.4% |
| YTD | +14.9% | +168.9% | -154.0% | +10.7% |
| 1Y | +24.1% | +207.2% | -183.1% | +25.5% |
| All | +24.1% | +209.4% | -185.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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