+223.9%
NXPI vs UMC
+1,863.6%
-1,639.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +3.4% |
| 7D | +3.9% | +9.0% | -5.1% | -0.3% |
| 30D | +1.4% | +17.2% | -15.9% | -6.2% |
| 3M | -21.5% | +11.4% | -32.9% | -27.3% |
| 6M | +19.4% | +137.5% | -118.1% | -23.7% |
| YTD | +9.9% | +193.1% | -183.2% | -38.6% |
| 1Y | +7.9% | +240.3% | -232.4% | -44.0% |
| 3Y | +22.7% | +262.2% | -239.5% | -38.3% |
| 5Y | +22.1% | +143.1% | -121.1% | -29.0% |
| All | +223.9% | +1,863.6% | -1,639.7% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling