+30,513.3%
AVGO vs UPS
+281.1%
+30,232.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.6% | -5.7% |
| 7D | +18.2% | +3.8% | +14.4% | +16.0% |
| 30D | +0.2% | +17.4% | -17.1% | -7.6% |
| 3M | -16.8% | +8.2% | -25.0% | -20.5% |
| 6M | -16.5% | +17.9% | -34.4% | -24.5% |
| YTD | +0.8% | +18.7% | -17.9% | -10.5% |
| 1Y | +2.8% | +24.8% | -22.0% | -11.4% |
| 3Y | +278.5% | -4.5% | +283.1% | +253.1% |
| 5Y | +573.1% | -33.2% | +606.3% | +667.8% |
| 10Y | +2,598.7% | +44.2% | +2,554.4% | +1,567.2% |
| All | +30,513.3% | +281.1% | +30,232.2% | +8,969.5% |
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 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