+604.1%
ABBV vs UPS
+43.9%
+560.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +1.3% | +3.8% | -2.5% | +0.3% |
| 30D | +4.7% | +17.4% | -12.6% | +0.5% |
| 3M | +18.3% | +8.2% | +10.2% | +15.8% |
| 6M | +43.4% | +17.9% | +25.4% | +36.7% |
| YTD | +33.0% | +18.7% | +14.3% | +25.7% |
| 1Y | +30.8% | +24.8% | +6.0% | +22.0% |
| 3Y | +135.1% | -4.5% | +139.7% | +130.2% |
| 5Y | +201.2% | -33.2% | +234.5% | +220.4% |
| All | +604.1% | +43.9% | +560.2% | +414.8% |
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