+207.2%
UMC vs BRKR
+100.6%
+106.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.7% |
| 7D | +5.0% | +2.5% | +2.5% | +4.6% |
| 30D | +7.7% | +11.5% | -3.8% | +6.1% |
| 3M | +1.7% | -2.4% | +4.0% | +0.1% |
| 6M | +113.9% | +52.3% | +61.6% | +91.1% |
| YTD | +168.9% | +24.5% | +144.4% | +146.7% |
| 1Y | +207.2% | +97.3% | +109.9% | +189.0% |
| All | +207.2% | +100.6% | +106.6% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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