+34.7%
NXPI vs UMC
+77.4%
-42.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.4% |
| 7D | +6.8% | +11.2% | -4.4% | +0.8% |
| 30D | +20.0% | -28.0% | +48.1% | +40.8% |
| 3M | +14.8% | -20.5% | +35.4% | +25.5% |
| 6M | -10.5% | -1.6% | -8.9% | -18.3% |
| YTD | +23.7% | +99.4% | -75.6% | -32.9% |
| 1Y | +34.1% | +120.4% | -86.3% | -32.4% |
| 3Y | +51.2% | +134.2% | -83.0% | -28.9% |
| All | +34.7% | +77.4% | -42.7% | -22.8% |
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