+40.1%
GILD vs UMC
+78.4%
-38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.7% | +12.7% | -3.9% |
| 7D | +1.2% | -25.8% | +27.0% | +1.0% |
| 30D | +16.2% | -42.3% | +58.5% | +16.0% |
| 3M | +27.9% | -30.6% | +58.5% | +27.6% |
| 6M | +27.1% | -2.8% | +29.9% | +20.8% |
| YTD | +39.0% | +73.2% | -34.2% | +24.9% |
| 1Y | +40.1% | +75.5% | -35.4% | +26.2% |
| All | +40.1% | +78.4% | -38.4% | +26.2% |
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 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