+207.2%
UMC vs EXEL
+59.2%
+148.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +5.0% | +8.4% | -3.4% | +4.2% |
| 30D | +7.7% | +4.1% | +3.6% | +7.4% |
| 3M | +1.7% | +12.4% | -10.8% | +0.3% |
| 6M | +113.9% | +41.5% | +72.4% | +101.3% |
| YTD | +168.9% | +34.6% | +134.3% | +154.8% |
| 1Y | +207.2% | +57.9% | +149.3% | +194.8% |
| All | +207.2% | +59.2% | +148.0% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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