-63.2%
ADBE vs UPS
-33.1%
-30.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | +1.6% | +3.8% | -2.2% | +0.3% |
| 30D | +1.0% | +17.4% | -16.4% | -4.5% |
| 3M | -10.1% | +8.2% | -18.3% | -12.7% |
| 6M | +3.0% | +17.9% | -15.0% | -3.5% |
| YTD | -30.5% | +18.7% | -49.2% | -36.1% |
| 1Y | -27.1% | +24.8% | -51.9% | -34.4% |
| 3Y | -58.8% | -4.5% | -54.3% | -61.3% |
| All | -63.2% | -33.1% | -30.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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