+5,413.9%
ASML vs UPS
+272.7%
+5,141.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -7.5% |
| 7D | -19.0% | +3.5% | -22.5% | -20.9% |
| 30D | -25.9% | +19.3% | -45.2% | -34.2% |
| 3M | -19.1% | +4.7% | -23.8% | -22.4% |
| 6M | -5.7% | +17.0% | -22.7% | -16.3% |
| YTD | +27.6% | +17.3% | +10.3% | +12.1% |
| 1Y | +30.8% | +27.4% | +3.4% | +8.4% |
| 3Y | +116.2% | -7.7% | +124.0% | +107.9% |
| 5Y | +67.7% | -32.4% | +100.1% | +98.6% |
| 10Y | +1,355.3% | +53.3% | +1,302.0% | +746.3% |
| All | +5,413.9% | +272.7% | +5,141.2% | +1,460.4% |
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 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