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  • UMC vs FIVE✓SelectedUSD · FIVEUMC vs FIVE performance historyLatest closeAs of+3.99%09/09
Stock and ETF performance explorer

UMC vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,857.3%
FIVE return
+486.0%
Excess return
+1,371.3%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D+4.0%-2.7%+6.7%+4.6%
7D+13.6%+1.7%+12.0%+13.2%
30D+20.8%+5.0%+15.8%+19.4%
3M+16.1%+29.5%-13.4%+9.5%
6M+137.3%+12.4%+124.9%+129.6%
YTD+193.8%+31.2%+162.6%+174.3%
1Y+236.1%+72.9%+163.2%+195.1%
3Y+267.1%+53.0%+214.1%+213.3%
5Y+145.3%+34.2%+111.1%+109.5%
10Y+1,857.3%+497.6%+1,359.7%+1,297.8%
All+1,857.3%+486.0%+1,371.3%+1,297.8%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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