+174.7%
CSCO vs UMC
+259.6%
-84.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.0% | -0.9% |
| 7D | -0.7% | +5.0% | -5.6% | -2.2% |
| 30D | -10.1% | +7.7% | -17.8% | -12.3% |
| 3M | -15.7% | +1.7% | -17.3% | -18.2% |
| 6M | +36.3% | +113.9% | -77.7% | +3.3% |
| YTD | +43.8% | +168.9% | -125.1% | -0.4% |
| 1Y | +63.9% | +207.2% | -143.3% | +8.4% |
| 3Y | +104.4% | +227.7% | -123.3% | +28.6% |
| 5Y | +111.4% | +118.0% | -6.7% | +46.0% |
| 10Y | +361.7% | +1,682.1% | -1,320.4% | +36.8% |
| All | +174.7% | +259.6% | -84.9% | -13.5% |
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