+115.0%
UMC vs BAX
+46.0%
+69.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.0% | -1.9% |
| 7D | -14.7% | +4.1% | -18.8% | -14.5% |
| 30D | -32.9% | +9.4% | -42.3% | -32.5% |
| 3M | -22.2% | -6.5% | -15.7% | -21.6% |
| 6M | +25.9% | +59.6% | -33.7% | +24.7% |
| YTD | +107.9% | +38.9% | +69.1% | +108.7% |
| 1Y | +115.0% | +48.0% | +67.0% | +117.6% |
| All | +115.0% | +46.0% | +69.0% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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