+212.4%
NXPI vs UMC
+1,272.7%
-1,060.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.2% |
| 7D | +6.8% | +11.2% | -4.4% | +1.7% |
| 30D | +20.0% | -28.0% | +48.1% | +37.5% |
| 3M | +14.8% | -20.5% | +35.4% | +24.2% |
| 6M | -10.5% | -1.6% | -8.9% | -15.2% |
| YTD | +23.7% | +99.4% | -75.6% | -19.5% |
| 1Y | +34.1% | +120.4% | -86.3% | -17.0% |
| 3Y | +51.2% | +134.2% | -83.0% | -9.4% |
| 5Y | +33.4% | +78.8% | -45.4% | -11.9% |
| All | +212.4% | +1,272.7% | -1,060.3% | -2.4% |
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 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