+142.4%
GILD vs UMC
+143.5%
-1.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.9% |
| 7D | -4.8% | +9.0% | -13.8% | -5.3% |
| 30D | +5.8% | +17.2% | -11.5% | +4.8% |
| 3M | +14.9% | +11.4% | +3.5% | +13.0% |
| 6M | -0.4% | +137.5% | -137.9% | -9.0% |
| YTD | +18.5% | +193.1% | -174.6% | +5.9% |
| 1Y | +25.1% | +240.3% | -215.2% | +10.1% |
| 3Y | +105.9% | +262.2% | -156.3% | +77.6% |
| All | +142.4% | +143.5% | -1.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling