+23.9%
BMY vs UMC
+134.9%
-110.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -6.4% | +11.4% | -17.8% | -6.5% |
| 30D | +0.2% | +16.8% | -16.6% | 0.0% |
| 3M | +16.0% | +19.1% | -3.1% | +15.0% |
| 6M | +8.3% | +137.4% | -129.1% | +4.5% |
| YTD | +22.2% | +186.4% | -164.2% | +17.2% |
| 1Y | +41.7% | +229.1% | -187.4% | +35.4% |
| 3Y | +20.7% | +257.9% | -237.2% | +14.6% |
| 5Y | +23.9% | +137.5% | -113.6% | +16.3% |
| All | +23.9% | +134.9% | -110.9% | +16.3% |
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