+151.4%
ADBE vs UMC
+1,863.6%
-1,712.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | -5.4% | +9.0% | -14.4% | -7.1% |
| 30D | -2.5% | +17.2% | -19.8% | -6.1% |
| 3M | +15.3% | +11.4% | +3.9% | +8.8% |
| 6M | -7.8% | +137.5% | -145.4% | -30.6% |
| YTD | -27.9% | +193.1% | -221.0% | -50.0% |
| 1Y | -28.0% | +240.3% | -268.3% | -52.4% |
| 3Y | -55.3% | +262.2% | -317.5% | -71.5% |
| 5Y | -61.7% | +143.1% | -204.8% | -73.7% |
| All | +151.4% | +1,863.6% | -1,712.1% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling