+74.8%
QCOM vs UMC
+252.5%
-177.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +1.2% |
| 7D | +5.1% | +6.6% | -1.5% | +2.4% |
| 30D | +4.3% | +16.6% | -12.3% | -2.2% |
| 3M | -19.6% | +11.0% | -30.6% | -25.0% |
| 6M | +29.5% | +131.3% | -101.8% | -15.9% |
| YTD | +3.4% | +182.5% | -179.1% | -43.9% |
| 1Y | +10.9% | +222.3% | -211.4% | -45.4% |
| 3Y | +74.8% | +253.0% | -178.3% | -20.4% |
| All | +74.8% | +252.5% | -177.8% | -20.4% |
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