+27.0%
NFLX vs UMC
+140.9%
-113.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.8% |
| 7D | -8.1% | +13.6% | -21.7% | -10.8% |
| 30D | -0.3% | +20.8% | -21.1% | -4.8% |
| 3M | -6.6% | +16.1% | -22.8% | -13.4% |
| 6M | -22.7% | +137.3% | -160.0% | -44.9% |
| YTD | -18.9% | +193.8% | -212.7% | -48.7% |
| 1Y | -39.8% | +236.1% | -275.9% | -64.4% |
| 3Y | +71.7% | +267.1% | -195.4% | -8.3% |
| All | +27.0% | +140.9% | -113.9% | -23.4% |
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 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