+103.4%
AMGN vs UMC
+143.5%
-40.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -13.7% | +9.0% | -22.7% | -14.3% |
| 30D | -8.8% | +17.2% | -26.0% | -9.9% |
| 3M | +7.2% | +11.4% | -4.2% | +5.2% |
| 6M | +1.3% | +137.5% | -136.2% | -9.2% |
| YTD | +17.6% | +193.1% | -175.5% | +2.9% |
| 1Y | +37.2% | +240.3% | -203.1% | +18.1% |
| 3Y | +57.7% | +262.2% | -204.5% | +34.2% |
| All | +103.4% | +143.5% | -40.1% | +75.5% |
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