+792.5%
AMGN vs UMC
+292.9%
+499.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.1% |
| 7D | -11.6% | +13.6% | -25.3% | -13.4% |
| 30D | -5.7% | +20.8% | -26.4% | -8.4% |
| 3M | +14.2% | +16.1% | -1.9% | +10.0% |
| 6M | +5.2% | +137.3% | -132.1% | -9.8% |
| YTD | +22.0% | +193.8% | -171.8% | +0.7% |
| 1Y | +43.6% | +236.1% | -192.5% | +16.0% |
| 3Y | +65.0% | +267.1% | -202.1% | +29.8% |
| 5Y | +112.0% | +145.3% | -33.2% | +73.4% |
| 10Y | +216.6% | +1,857.3% | -1,640.8% | +74.1% |
| All | +792.5% | +292.9% | +499.6% | +385.8% |
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 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