+263.7%
QCOM vs UPS
+35.8%
+227.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +4.9% | +4.1% |
| 7D | +5.1% | -2.1% | +7.2% | +6.2% |
| 30D | +4.3% | -2.3% | +6.6% | +5.5% |
| 3M | -19.6% | -5.2% | -14.4% | -17.6% |
| 6M | +29.5% | +1.4% | +28.1% | +27.7% |
| YTD | +3.4% | +6.1% | -2.7% | -0.9% |
| 1Y | +10.9% | +27.0% | -16.1% | -4.2% |
| 3Y | +74.8% | -25.9% | +100.7% | +95.1% |
| 5Y | +36.2% | -34.6% | +70.8% | +61.8% |
| 10Y | +263.7% | +36.2% | +227.6% | +155.8% |
| All | +263.7% | +35.8% | +227.9% | +155.8% |
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