+5,074.3%
ASML vs UMC
+259.6%
+4,814.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.7% |
| YTD | +61.1% | +168.9% | -107.8% | -7.1% |
| 1Y | +129.1% | +207.2% | -78.1% | +23.3% |
| 3Y | +165.4% | +227.7% | -62.3% | +38.4% |
| 5Y | +109.5% | +118.0% | -8.6% | +33.1% |
| 10Y | +1,645.7% | +1,682.1% | -36.4% | +263.1% |
| All | +5,074.3% | +259.6% | +4,814.7% | +1,238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling