+2.0%
QCOM vs UPS
+23.4%
-21.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.4% |
| 30D | -2.3% | +17.3% | -19.6% | -9.2% |
| 3M | +2.7% | +7.9% | -5.2% | -0.9% |
| 6M | -21.0% | +13.7% | -34.8% | -26.7% |
| YTD | +1.8% | +17.2% | -15.4% | -9.3% |
| All | +2.0% | +23.4% | -21.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling