+192.3%
INTC vs UMC
+283.0%
-90.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.6% |
| 7D | +9.4% | +11.4% | -1.9% | +5.1% |
| 30D | +2.7% | +16.8% | -14.1% | -3.3% |
| 3M | -6.3% | +19.1% | -25.4% | -12.1% |
| 6M | +114.5% | +137.4% | -23.0% | +53.3% |
| YTD | +171.9% | +186.4% | -14.5% | +78.6% |
| 1Y | +305.0% | +229.1% | +75.9% | +152.8% |
| 3Y | +168.3% | +257.9% | -89.5% | +62.5% |
| 5Y | +102.3% | +137.5% | -35.2% | +39.4% |
| 10Y | +249.4% | +1,808.2% | -1,558.8% | -1.1% |
| All | +192.3% | +283.0% | -90.7% | -3.5% |
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