+2,058.7%
NXPI vs UPS
+197.8%
+1,860.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -2.1% |
| 7D | +6.8% | +3.8% | +3.0% | +4.1% |
| 30D | +20.0% | +17.4% | +2.7% | +7.6% |
| 3M | +14.8% | +8.2% | +6.6% | +8.3% |
| 6M | -10.5% | +17.9% | -28.4% | -20.9% |
| YTD | +23.7% | +18.7% | +5.0% | +8.2% |
| 1Y | +34.1% | +24.8% | +9.3% | +13.2% |
| 3Y | +51.2% | -4.5% | +55.8% | +47.0% |
| 5Y | +33.4% | -33.2% | +66.6% | +65.2% |
| 10Y | +209.2% | +44.2% | +165.0% | +80.3% |
| All | +2,058.7% | +197.8% | +1,860.9% | +344.6% |
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