+1,557.1%
ASML vs UPS
+43.9%
+1,513.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -1.0% |
| 7D | +4.9% | +3.8% | +1.2% | +3.2% |
| 30D | -9.3% | +17.4% | -26.6% | -16.1% |
| 3M | -19.0% | +8.2% | -27.2% | -22.5% |
| 6M | -5.2% | +17.9% | -23.2% | -13.5% |
| YTD | +40.6% | +18.7% | +21.9% | +27.3% |
| 1Y | +47.5% | +24.8% | +22.7% | +30.2% |
| 3Y | +133.9% | -4.5% | +138.4% | +124.2% |
| 5Y | +83.8% | -33.2% | +117.0% | +112.0% |
| All | +1,557.1% | +43.9% | +1,513.2% | +1,101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling