+60.7%
BMY vs UMC
+1,863.6%
-1,802.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.3% |
| 7D | -4.8% | +9.0% | -13.8% | -5.1% |
| 30D | -0.1% | +17.2% | -17.3% | -0.9% |
| 3M | +13.1% | +11.4% | +1.7% | +11.8% |
| 6M | +8.4% | +137.5% | -129.1% | +1.9% |
| YTD | +22.0% | +193.1% | -171.1% | +12.9% |
| 1Y | +40.3% | +240.3% | -200.0% | +28.5% |
| 3Y | +20.5% | +262.2% | -241.7% | +9.2% |
| 5Y | +23.7% | +143.1% | -119.4% | +14.2% |
| All | +60.7% | +1,863.6% | -1,802.9% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling