+141.5%
CSCO vs UMC
+166.6%
-25.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -4.0% | -5.5% |
| 7D | +1.9% | +11.2% | -9.3% | -1.3% |
| 30D | -15.8% | -28.0% | +12.2% | -7.3% |
| 3M | -15.4% | -20.5% | +5.1% | -10.3% |
| 6M | -5.4% | -1.6% | -3.8% | -8.9% |
| YTD | +26.5% | +99.4% | -72.9% | -5.0% |
| 1Y | +25.9% | +120.4% | -94.5% | -8.4% |
| 3Y | +97.5% | +134.2% | -36.7% | +36.7% |
| 5Y | +93.0% | +78.8% | +14.2% | +40.4% |
| 10Y | +308.6% | +1,280.4% | -971.8% | +29.5% |
| All | +141.5% | +166.6% | -25.1% | -17.5% |
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