+152.5%
JPM vs UMC
+143.5%
+9.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | -0.7% | +9.0% | -9.7% | -1.9% |
| 30D | -2.5% | +17.2% | -19.7% | -4.8% |
| 3M | +14.1% | +11.4% | +2.7% | +10.7% |
| 6M | +25.1% | +137.5% | -112.4% | +4.2% |
| YTD | +12.1% | +193.1% | -181.0% | -12.3% |
| 1Y | +18.8% | +240.3% | -221.5% | -10.7% |
| 3Y | +163.4% | +262.2% | -98.8% | +89.4% |
| All | +152.5% | +143.5% | +9.0% | +88.1% |
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