+1,842.6%
UMC vs BDX
+59.3%
+1,783.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.2% |
| 7D | +9.0% | -3.2% | +12.2% | +9.6% |
| 30D | +17.2% | -2.5% | +19.8% | +17.7% |
| 3M | +11.4% | +21.4% | -10.0% | +6.6% |
| 6M | +137.5% | +10.4% | +127.1% | +131.9% |
| YTD | +193.1% | +18.8% | +174.3% | +181.2% |
| 1Y | +240.3% | +21.7% | +218.6% | +224.0% |
| 3Y | +262.2% | -10.0% | +272.1% | +266.0% |
| 5Y | +143.1% | -1.8% | +144.9% | +138.5% |
| All | +1,842.6% | +59.3% | +1,783.3% | +1,559.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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