+577.6%
ADBE vs UMC
+277.8%
+299.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.5% | -5.0% |
| 7D | -10.1% | +6.6% | -16.7% | -12.0% |
| 30D | -3.0% | +16.6% | -19.6% | -7.9% |
| 3M | +5.0% | +11.0% | -6.0% | -3.2% |
| 6M | -9.3% | +131.3% | -140.6% | -35.4% |
| YTD | -26.5% | +182.5% | -209.0% | -52.0% |
| 1Y | -28.3% | +222.3% | -250.5% | -55.3% |
| 3Y | -54.1% | +253.0% | -307.1% | -72.9% |
| 5Y | -61.2% | +141.8% | -203.1% | -74.4% |
| 10Y | +152.5% | +1,772.2% | -1,619.7% | -24.9% |
| All | +577.6% | +277.8% | +299.8% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling