+37.4%
GILD vs UMC
+209.4%
-172.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.2% |
| 7D | +3.7% | +5.0% | -1.3% | +3.6% |
| 30D | +14.6% | +7.7% | +6.9% | +14.5% |
| 3M | +17.7% | +1.7% | +16.0% | +15.8% |
| 6M | +3.1% | +113.9% | -110.8% | -4.6% |
| YTD | +24.5% | +168.9% | -144.4% | +13.1% |
| 1Y | +37.4% | +207.2% | -169.8% | +23.6% |
| All | +37.4% | +209.4% | -172.1% | +23.6% |
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