+113.1%
GILD vs UMAC
+473.8%
-360.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -4.8% | -3.4% | -1.4% | -4.8% |
| 30D | +5.8% | -15.1% | +20.9% | +5.9% |
| 3M | +14.9% | -10.8% | +25.7% | +14.9% |
| 6M | -0.4% | +15.7% | -16.0% | -1.1% |
| YTD | +18.5% | +80.1% | -61.6% | +16.9% |
| 1Y | +25.1% | +116.7% | -91.6% | +22.7% |
| All | +113.1% | +473.8% | -360.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling