+1,747.1%
NXPI vs UPS
+171.1%
+1,576.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +2.1% |
| 7D | +1.9% | -2.9% | +4.8% | +3.9% |
| 30D | -1.4% | -3.5% | +2.1% | +0.8% |
| 3M | -29.1% | -5.7% | -23.3% | -26.6% |
| 6M | +6.2% | -4.4% | +10.6% | +8.4% |
| YTD | +5.9% | +8.0% | -2.2% | -0.8% |
| 1Y | +2.9% | +29.0% | -26.2% | -15.6% |
| 3Y | +14.5% | -27.7% | +42.2% | +35.5% |
| 5Y | +17.1% | -34.3% | +51.4% | +45.8% |
| 10Y | +193.4% | +37.8% | +155.6% | +72.6% |
| All | +1,747.1% | +171.1% | +1,576.0% | +307.2% |
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