+231.0%
BMY vs UMC
+277.8%
-46.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.2% | -3.7% |
| 7D | -3.3% | +6.6% | -9.9% | -4.0% |
| 30D | 0.0% | +16.6% | -16.6% | -1.8% |
| 3M | +17.7% | +11.0% | +6.7% | +15.1% |
| 6M | +9.6% | +131.3% | -121.7% | -2.1% |
| YTD | +24.0% | +182.5% | -158.5% | +7.8% |
| 1Y | +45.1% | +222.3% | -177.2% | +24.0% |
| 3Y | +22.5% | +253.0% | -230.5% | +2.4% |
| 5Y | +22.3% | +141.8% | -119.5% | +4.8% |
| 10Y | +62.0% | +1,772.2% | -1,710.3% | +1.9% |
| All | +231.0% | +277.8% | -46.8% | +92.7% |
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