+1,670.8%
ASML vs UPS
+38.1%
+1,632.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.7% |
| 7D | +1.1% | -2.9% | +4.0% | +2.5% |
| 30D | +2.2% | -3.5% | +5.7% | +3.8% |
| 3M | -2.3% | -5.7% | +3.4% | +0.1% |
| 6M | +23.0% | -4.4% | +27.3% | +24.7% |
| YTD | +61.1% | +8.0% | +53.0% | +53.4% |
| 1Y | +129.1% | +29.0% | +100.1% | +99.0% |
| 3Y | +165.4% | -27.7% | +193.1% | +195.5% |
| 5Y | +109.5% | -34.3% | +143.8% | +144.9% |
| All | +1,670.8% | +38.1% | +1,632.8% | +1,200.0% |
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