+647.1%
QCOM vs UMC
+178.4%
+468.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.2% | -0.5% |
| 7D | +2.0% | +0.1% | +1.8% | +1.7% |
| 30D | +1.2% | -28.7% | +29.9% | +12.9% |
| 3M | +9.1% | -15.1% | +24.2% | +14.1% |
| 6M | -25.0% | +5.0% | -29.9% | -28.8% |
| YTD | +4.8% | +108.2% | -103.3% | -22.8% |
| 1Y | +3.6% | +121.7% | -118.1% | -25.3% |
| 3Y | +51.5% | +139.8% | -88.3% | +6.6% |
| 5Y | +19.7% | +85.1% | -65.4% | -8.4% |
| 10Y | +245.8% | +1,341.4% | -1,095.6% | +29.9% |
| All | +647.1% | +178.4% | +468.7% | +172.4% |
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 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