-60.9%
ADBE vs UPS
-34.8%
-26.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -5.4% | -2.0% | -3.4% | -4.7% |
| 30D | -2.5% | -2.0% | -0.6% | -1.8% |
| 3M | +15.3% | -6.2% | +21.5% | +17.4% |
| 6M | -7.8% | +2.8% | -10.6% | -10.0% |
| YTD | -27.9% | +5.9% | -33.8% | -30.9% |
| 1Y | -28.0% | +26.2% | -54.3% | -36.1% |
| 3Y | -55.3% | -26.0% | -29.3% | -51.9% |
| All | -60.9% | -34.8% | -26.1% | -55.8% |
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