+634.2%
QCOM vs UMC
+160.4%
+473.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +5.5% | -8.3% | +13.8% | +8.4% |
| 30D | -1.1% | -34.5% | +33.4% | +13.5% |
| 3M | +7.6% | -20.0% | +27.5% | +14.8% |
| 6M | -20.1% | -0.7% | -19.3% | -22.6% |
| YTD | +3.0% | +94.7% | -91.7% | -22.4% |
| 1Y | +3.2% | +106.0% | -102.7% | -23.7% |
| 3Y | +48.9% | +124.3% | -75.4% | +7.2% |
| 5Y | +21.1% | +78.0% | -56.9% | -6.0% |
| 10Y | +242.8% | +1,225.9% | -983.1% | +32.4% |
| All | +634.2% | +160.4% | +473.8% | +173.8% |
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 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