-29.8%
SYK vs UMC
+231.0%
-260.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -2.1% |
| 7D | -12.3% | +11.4% | -23.7% | -11.6% |
| 30D | -22.4% | +16.8% | -39.2% | -21.5% |
| 3M | -12.3% | +19.1% | -31.4% | -12.2% |
| 6M | -24.3% | +137.4% | -161.7% | -25.3% |
| YTD | -22.8% | +186.4% | -209.1% | -25.0% |
| All | -29.8% | +231.0% | -260.9% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling