+614.0%
QCOM vs UMC
+259.6%
+354.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -1.4% |
| 7D | +3.3% | +5.0% | -1.6% | +1.6% |
| 30D | +7.7% | +7.7% | 0.0% | +4.7% |
| 3M | -30.1% | +1.7% | -31.7% | -31.6% |
| 6M | +22.8% | +113.9% | -91.1% | -7.8% |
| YTD | +0.2% | +168.9% | -168.7% | -31.8% |
| 1Y | +7.9% | +207.2% | -199.3% | -29.8% |
| 3Y | +55.8% | +227.7% | -171.9% | -0.3% |
| 5Y | +30.1% | +118.0% | -88.0% | -5.6% |
| 10Y | +248.9% | +1,682.1% | -1,433.2% | +22.7% |
| All | +614.0% | +259.6% | +354.3% | +140.7% |
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