+29.1%
XLV vs UMC
+78.4%
-49.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -3.0% |
| 7D | +0.5% | -25.8% | +26.3% | -0.5% |
| 30D | +10.7% | -42.3% | +53.0% | +8.6% |
| 3M | +13.1% | -30.6% | +43.7% | +11.8% |
| 6M | +28.3% | -2.8% | +31.1% | +24.0% |
| YTD | +20.9% | +73.2% | -52.3% | +15.2% |
| 1Y | +29.1% | +75.5% | -46.4% | +23.2% |
| All | +29.1% | +78.4% | -49.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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