+25.9%
CSCO vs UMC
+117.0%
-91.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -4.0% | -5.9% |
| 7D | +1.9% | +11.2% | -9.3% | +0.2% |
| 30D | -15.8% | -28.0% | +12.2% | -12.2% |
| 3M | -15.4% | -20.5% | +5.1% | -13.0% |
| 6M | -5.4% | -1.6% | -3.8% | -5.3% |
| YTD | +26.5% | +99.4% | -72.9% | +21.8% |
| 1Y | +25.9% | +120.4% | -94.5% | +16.2% |
| All | +25.9% | +117.0% | -91.2% | +16.2% |
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