+240.3%
UMC vs BRKR
+75.9%
+164.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -8.7% | +17.7% | +9.9% |
| 30D | +17.2% | -9.9% | +27.1% | +18.2% |
| 3M | +11.4% | -3.1% | +14.5% | +8.5% |
| 6M | +137.5% | +45.5% | +92.0% | +111.4% |
| YTD | +193.1% | +13.7% | +179.4% | +170.4% |
| 1Y | +240.3% | +67.4% | +172.9% | +214.6% |
| All | +240.3% | +75.9% | +164.4% | +214.6% |
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