+115.0%
UMC vs EXEL
+92.4%
+22.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -14.7% | +9.8% | -24.4% | -15.1% |
| 30D | -32.9% | +23.6% | -56.5% | -34.1% |
| 3M | -22.2% | +29.9% | -52.1% | -24.0% |
| 6M | +25.9% | +64.7% | -38.8% | +15.0% |
| YTD | +107.9% | +66.0% | +41.9% | +87.5% |
| 1Y | +115.0% | +92.0% | +23.1% | +94.3% |
| All | +115.0% | +92.4% | +22.6% | +94.3% |
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