+114.8%
CSCO vs UMC
+145.1%
-30.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.7% | -0.5% |
| 7D | 0.0% | +13.6% | -13.6% | -2.6% |
| 30D | -10.7% | +20.8% | -31.5% | -14.1% |
| 3M | -8.7% | +16.1% | -24.9% | -12.8% |
| 6M | +44.9% | +137.3% | -92.4% | +17.9% |
| YTD | +44.1% | +193.8% | -149.6% | +10.0% |
| 1Y | +65.9% | +236.1% | -170.2% | +22.1% |
| 3Y | +109.0% | +267.1% | -158.1% | +46.1% |
| 5Y | +114.8% | +145.3% | -30.5% | +60.2% |
| All | +114.8% | +145.1% | -30.3% | +60.2% |
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 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