+75.5%
ASML vs UMC
+64.2%
+11.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +3.0% |
| 7D | -9.0% | -17.0% | +8.0% | +0.7% |
| 30D | -21.0% | -40.6% | +19.6% | +5.5% |
| 3M | -16.3% | -27.9% | +11.6% | -1.4% |
| 6M | -7.5% | -7.5% | -0.1% | -12.4% |
| YTD | +34.0% | +79.3% | -45.3% | -25.1% |
| 1Y | +39.3% | +92.8% | -53.5% | -26.6% |
| 3Y | +128.9% | +108.2% | +20.7% | +10.0% |
| All | +75.5% | +64.2% | +11.3% | -5.9% |
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