+45.9%
CSCO vs UMC
+112.5%
-66.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -6.1% | -14.7% | +8.6% | -4.1% |
| 30D | -8.2% | -32.9% | +24.7% | -3.5% |
| 3M | -14.6% | -22.2% | +7.6% | -12.1% |
| 6M | +12.7% | +25.9% | -13.2% | +10.9% |
| YTD | +37.0% | +107.9% | -70.9% | +34.0% |
| 1Y | +45.9% | +115.0% | -69.1% | +42.2% |
| All | +45.9% | +112.5% | -66.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling