+108.6%
ASML vs UMC
+118.0%
-9.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +1.6% |
| 7D | +1.1% | +5.0% | -3.8% | -1.7% |
| 30D | +2.2% | +7.7% | -5.5% | -2.5% |
| 3M | -2.3% | +1.7% | -4.0% | -6.8% |
| 6M | +23.0% | +113.9% | -90.9% | -30.2% |
| YTD | +61.1% | +168.9% | -107.8% | -26.6% |
| 1Y | +129.1% | +207.2% | -78.1% | -6.9% |
| 3Y | +165.4% | +227.7% | -62.3% | 0.0% |
| All | +108.6% | +118.0% | -9.5% | -0.1% |
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