+281.8%
QCOM vs UMC
+1,867.9%
-1,586.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.2% |
| 7D | +4.4% | +13.6% | -9.3% | -0.8% |
| 30D | +9.4% | +20.8% | -11.4% | +1.1% |
| 3M | -13.7% | +16.1% | -29.8% | -20.6% |
| 6M | +28.9% | +137.3% | -108.4% | -13.4% |
| YTD | +4.7% | +193.8% | -189.0% | -37.8% |
| 1Y | +13.5% | +236.1% | -222.6% | -36.6% |
| 3Y | +77.1% | +267.1% | -190.0% | -4.3% |
| 5Y | +38.9% | +145.3% | -106.4% | -15.7% |
| 10Y | +281.8% | +1,857.3% | -1,575.5% | +17.0% |
| All | +281.8% | +1,867.9% | -1,586.1% | +17.0% |
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 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