+187.2%
ABBV vs UMC
+134.9%
+52.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | -2.0% | +11.4% | -13.4% | -2.2% |
| 30D | +2.0% | +16.8% | -14.8% | +1.7% |
| 3M | +14.2% | +19.1% | -4.9% | +13.0% |
| 6M | +14.1% | +137.4% | -123.4% | +8.6% |
| YTD | +14.2% | +186.4% | -172.1% | +7.7% |
| 1Y | +24.2% | +229.1% | -204.9% | +16.3% |
| 3Y | +89.8% | +257.9% | -168.1% | +75.6% |
| 5Y | +187.2% | +137.5% | +49.6% | +165.6% |
| All | +187.2% | +134.9% | +52.3% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling