+16.8%
NXPI vs UMC
+134.9%
-118.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.8% |
| 7D | +0.7% | +11.4% | -10.7% | -5.4% |
| 30D | -4.2% | +16.8% | -21.0% | -12.6% |
| 3M | -20.4% | +19.1% | -39.5% | -30.8% |
| 6M | +12.5% | +137.4% | -124.9% | -37.6% |
| YTD | +5.2% | +186.4% | -181.1% | -51.4% |
| 1Y | +5.1% | +229.1% | -224.0% | -56.2% |
| 3Y | +17.7% | +257.9% | -240.2% | -54.9% |
| 5Y | +16.8% | +137.5% | -120.7% | -41.0% |
| All | +16.8% | +134.9% | -118.0% | -41.0% |
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