+1,842.6%
UMC vs ALNY
+260.0%
+1,582.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +9.0% | -6.5% | +15.6% | +9.6% |
| 30D | +17.2% | +11.0% | +6.2% | +16.0% |
| 3M | +11.4% | -14.1% | +25.5% | +11.8% |
| 6M | +137.5% | -22.4% | +159.9% | +140.5% |
| YTD | +193.1% | -37.5% | +230.6% | +203.4% |
| 1Y | +240.3% | -46.9% | +287.2% | +257.7% |
| 3Y | +262.2% | +22.1% | +240.1% | +241.3% |
| 5Y | +143.1% | +31.2% | +111.9% | +122.3% |
| All | +1,842.6% | +260.0% | +1,582.6% | +1,560.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling