+1,411.0%
ASML vs UMC
+1,107.7%
+303.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +3.4% |
| 7D | -9.0% | -17.0% | +8.0% | -1.0% |
| 30D | -21.0% | -40.6% | +19.6% | +0.3% |
| 3M | -16.3% | -27.9% | +11.6% | -3.9% |
| 6M | -7.5% | -7.5% | -0.1% | -9.1% |
| YTD | +34.0% | +79.3% | -45.3% | -8.8% |
| 1Y | +39.3% | +92.8% | -53.5% | -8.8% |
| 3Y | +128.9% | +108.2% | +20.7% | +43.6% |
| 5Y | +76.1% | +68.4% | +7.6% | +19.8% |
| All | +1,411.0% | +1,107.7% | +303.2% | +380.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling