+5.0%
SYK vs UMC
+137.9%
-132.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.7% |
| 7D | -12.3% | +11.4% | -23.7% | -13.4% |
| 30D | -22.4% | +16.8% | -39.2% | -23.9% |
| 3M | -12.3% | +19.1% | -31.4% | -16.3% |
| 6M | -24.3% | +137.4% | -161.7% | -37.4% |
| YTD | -22.8% | +186.4% | -209.1% | -39.7% |
| 1Y | -28.8% | +229.1% | -257.9% | -46.5% |
| 3Y | -4.0% | +257.9% | -261.9% | -31.8% |
| All | +5.0% | +137.9% | -132.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling