+65.7%
AMGN vs UMC
+112.5%
-46.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +3.8% |
| 7D | +5.9% | -14.7% | +20.6% | +6.1% |
| 30D | +18.7% | -32.9% | +51.6% | +19.6% |
| 3M | +23.4% | -22.2% | +45.6% | +23.7% |
| 6M | +49.7% | +25.9% | +23.8% | +37.9% |
| YTD | +49.2% | +107.9% | -58.7% | +24.8% |
| 1Y | +65.7% | +115.0% | -49.3% | +37.6% |
| All | +65.7% | +112.5% | -46.8% | +37.6% |
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 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