+1,320.2%
ADBE vs UPS
+237.3%
+1,082.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.4% |
| 7D | -10.1% | -2.1% | -8.0% | -8.9% |
| 30D | -3.0% | -2.3% | -0.7% | -1.6% |
| 3M | +5.0% | -5.2% | +10.2% | +7.2% |
| 6M | -9.3% | +1.4% | -10.7% | -12.1% |
| YTD | -26.5% | +6.1% | -32.6% | -31.3% |
| 1Y | -28.3% | +27.0% | -55.3% | -40.3% |
| 3Y | -54.1% | -25.9% | -28.2% | -50.2% |
| 5Y | -61.2% | -34.6% | -26.6% | -55.1% |
| 10Y | +152.5% | +36.2% | +116.4% | +61.9% |
| All | +1,320.2% | +237.3% | +1,082.9% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling