+57.7%
AMGN vs UMC
+261.2%
-203.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -13.7% | +9.0% | -22.7% | -14.2% |
| 30D | -8.8% | +17.2% | -26.0% | -10.0% |
| 3M | +7.2% | +11.4% | -4.2% | +4.8% |
| 6M | +1.3% | +137.5% | -136.2% | -12.0% |
| YTD | +17.6% | +193.1% | -175.5% | -1.3% |
| 1Y | +37.2% | +240.3% | -203.1% | +12.3% |
| 3Y | +57.7% | +262.2% | -204.5% | +24.8% |
| All | +57.7% | +261.2% | -203.4% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling