+242.8%
QCOM vs UMC
+1,204.4%
-961.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | +5.5% | -8.3% | +13.8% | +8.9% |
| 30D | -1.1% | -34.5% | +33.4% | +16.4% |
| 3M | +7.6% | -20.0% | +27.5% | +16.0% |
| 6M | -20.1% | -0.7% | -19.3% | -23.8% |
| YTD | +3.0% | +94.7% | -91.7% | -28.7% |
| 1Y | +3.2% | +106.0% | -102.7% | -30.4% |
| 3Y | +48.9% | +124.3% | -75.4% | -3.2% |
| 5Y | +21.1% | +78.0% | -56.9% | -16.4% |
| 10Y | +242.8% | +1,225.9% | -983.1% | +21.1% |
| All | +242.8% | +1,204.4% | -961.6% | +21.1% |
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