+137.5%
UMC vs EXEL
+192.6%
-55.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +11.4% | -2.9% | +14.3% | +11.9% |
| 30D | +16.8% | +11.9% | +4.9% | +14.7% |
| 3M | +19.1% | +9.2% | +9.9% | +17.0% |
| 6M | +137.4% | +39.1% | +98.3% | +122.9% |
| YTD | +186.4% | +31.0% | +155.3% | +171.5% |
| 1Y | +229.1% | +52.3% | +176.7% | +203.1% |
| 3Y | +257.9% | +159.7% | +98.1% | +189.4% |
| 5Y | +137.5% | +187.7% | -50.2% | +73.3% |
| All | +137.5% | +192.6% | -55.0% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling