+1,670.8%
ASML vs UMC
+1,644.8%
+26.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +2.0% |
| 7D | +1.1% | +5.0% | -3.8% | -1.2% |
| 30D | +2.2% | +7.7% | -5.5% | -1.6% |
| 3M | -2.3% | +1.7% | -4.0% | -5.3% |
| 6M | +23.0% | +113.9% | -90.9% | -19.0% |
| YTD | +61.1% | +168.9% | -107.8% | -8.2% |
| 1Y | +129.1% | +207.2% | -78.1% | +21.4% |
| 3Y | +165.4% | +227.7% | -62.3% | +36.2% |
| 5Y | +109.5% | +118.0% | -8.6% | +25.4% |
| All | +1,670.8% | +1,644.8% | +26.0% | +368.3% |
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