+23.0%
ASML vs UMC
+113.5%
-90.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +2.6% |
| 7D | +1.1% | +5.0% | -3.8% | -0.6% |
| 30D | +2.2% | +7.7% | -5.5% | -0.5% |
| 3M | -2.3% | +1.7% | -4.0% | -3.5% |
| 6M | +23.0% | +113.9% | -90.9% | -2.3% |
| All | +23.0% | +113.5% | -90.5% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling