+48.4%
QCOM vs UPS
-4.2%
+52.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.5% | -3.4% |
| 7D | +4.3% | +3.8% | +0.5% | +2.7% |
| 30D | -0.1% | +17.4% | -17.4% | -6.4% |
| 3M | +5.2% | +8.2% | -3.0% | +1.7% |
| 6M | -18.4% | +17.9% | -36.3% | -24.2% |
| YTD | +2.4% | +18.7% | -16.3% | -5.3% |
| 1Y | +0.9% | +24.8% | -23.9% | -8.5% |
| 3Y | +48.4% | -4.5% | +52.9% | +40.5% |
| All | +48.4% | -4.2% | +52.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling