+207.2%
UMC vs BAX
+9.9%
+197.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.6% |
| 7D | +5.0% | -1.1% | +6.1% | +4.9% |
| 30D | +7.7% | -5.5% | +13.1% | +7.6% |
| 3M | +1.7% | +33.5% | -31.9% | +1.9% |
| 6M | +113.9% | +35.9% | +78.1% | +111.1% |
| YTD | +168.9% | +35.4% | +133.5% | +168.2% |
| 1Y | +207.2% | +9.8% | +197.4% | +198.8% |
| All | +207.2% | +9.9% | +197.3% | +198.8% |
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