-7.2%
SYK vs UMC
+252.9%
-260.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -2.0% |
| 7D | -12.3% | +11.4% | -23.7% | -12.4% |
| 30D | -22.4% | +16.8% | -39.2% | -22.5% |
| 3M | -12.3% | +19.1% | -31.4% | -13.8% |
| 6M | -24.3% | +137.4% | -161.7% | -30.6% |
| YTD | -22.8% | +186.4% | -209.1% | -31.6% |
| 1Y | -28.8% | +229.1% | -257.9% | -38.4% |
| All | -7.2% | +252.9% | -260.1% | -26.4% |
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