+1,842.6%
UMC vs BRKR
+155.3%
+1,687.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -8.7% | +17.7% | +11.5% |
| 30D | +17.2% | -9.9% | +27.1% | +19.9% |
| 3M | +11.4% | -3.1% | +14.5% | +9.3% |
| 6M | +137.5% | +45.5% | +92.0% | +104.9% |
| YTD | +193.1% | +13.7% | +179.4% | +170.3% |
| 1Y | +240.3% | +67.4% | +172.9% | +176.6% |
| 3Y | +262.2% | -13.2% | +275.4% | +238.1% |
| 5Y | +143.1% | -39.5% | +182.6% | +151.5% |
| All | +1,842.6% | +155.3% | +1,687.2% | +1,272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling