+44.6%
LLY vs UMC
-0.8%
+45.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.8% |
| 7D | +4.6% | +17.8% | -13.2% | +5.9% |
| 30D | +22.4% | -29.6% | +52.0% | +18.1% |
| 3M | +17.1% | -18.4% | +35.5% | +15.2% |
| 6M | +44.6% | -0.1% | +44.8% | +40.4% |
| All | +44.6% | -0.8% | +45.5% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling