+1,714.9%
NXPI vs UMC
+1,422.8%
+292.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -4.1% |
| 7D | +0.7% | +6.6% | -5.9% | -2.4% |
| 30D | -6.6% | +16.6% | -23.2% | -13.4% |
| 3M | -25.4% | +11.0% | -36.4% | -30.9% |
| 6M | +11.9% | +131.3% | -119.4% | -28.0% |
| YTD | +4.0% | +182.5% | -178.5% | -41.1% |
| 1Y | +1.0% | +222.3% | -221.2% | -46.4% |
| 3Y | +16.3% | +253.0% | -236.7% | -41.1% |
| 5Y | +17.7% | +141.8% | -124.1% | -30.2% |
| 10Y | +195.8% | +1,772.2% | -1,576.4% | -36.6% |
| All | +1,714.9% | +1,422.8% | +292.1% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling