+82.7%
ASML vs UMC
+77.4%
+5.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.2% |
| 7D | +4.9% | +11.2% | -6.2% | -1.3% |
| 30D | -9.3% | -28.0% | +18.8% | +8.5% |
| 3M | -19.0% | -20.5% | +1.6% | -9.7% |
| 6M | -5.2% | -1.6% | -3.7% | -13.0% |
| YTD | +40.6% | +99.4% | -58.8% | -26.0% |
| 1Y | +47.5% | +120.4% | -72.9% | -28.5% |
| 3Y | +133.9% | +134.2% | -0.4% | +4.7% |
| All | +82.7% | +77.4% | +5.3% | -3.3% |
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 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