+207.2%
UMC vs BNY
+59.6%
+147.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | +1.4% | +3.5% | +4.3% |
| 30D | +7.7% | +3.8% | +3.8% | +6.1% |
| 3M | +1.7% | +14.9% | -13.3% | -2.4% |
| 6M | +113.9% | +40.3% | +73.6% | +99.5% |
| YTD | +168.9% | +43.8% | +125.1% | +144.8% |
| 1Y | +207.2% | +58.9% | +148.3% | +161.1% |
| All | +207.2% | +59.6% | +147.6% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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