+48.4%
QCOM vs UMC
+131.8%
-83.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -1.7% |
| 7D | +4.3% | +11.2% | -6.9% | -0.1% |
| 30D | -0.1% | -28.0% | +28.0% | +13.0% |
| 3M | +5.2% | -20.5% | +25.8% | +13.5% |
| 6M | -18.4% | -1.6% | -16.8% | -22.7% |
| YTD | +2.4% | +99.4% | -97.0% | -36.2% |
| 1Y | +0.9% | +120.4% | -119.5% | -41.5% |
| 3Y | +48.4% | +134.2% | -85.8% | -16.8% |
| All | +48.4% | +131.8% | -83.4% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling