+1,587.8%
SYK vs UMC
+283.0%
+1,304.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.6% |
| 7D | -12.3% | +11.4% | -23.7% | -13.8% |
| 30D | -22.4% | +16.8% | -39.2% | -24.3% |
| 3M | -12.3% | +19.1% | -31.4% | -16.1% |
| 6M | -24.3% | +137.4% | -161.7% | -35.4% |
| YTD | -22.8% | +186.4% | -209.1% | -36.5% |
| 1Y | -28.8% | +229.1% | -257.9% | -42.8% |
| 3Y | -4.0% | +257.9% | -261.9% | -24.9% |
| 5Y | +3.8% | +137.5% | -133.7% | -14.9% |
| 10Y | +172.8% | +1,808.2% | -1,635.4% | +56.2% |
| All | +1,587.8% | +283.0% | +1,304.9% | +845.3% |
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 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