+504.9%
ABBV vs UPS
+37.9%
+467.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +0.3% | -2.0% | +2.2% | +0.8% |
| 30D | +3.4% | -2.0% | +5.3% | +3.9% |
| 3M | +15.2% | -6.2% | +21.4% | +16.8% |
| 6M | +14.7% | +2.8% | +11.9% | +13.1% |
| YTD | +15.2% | +5.9% | +9.3% | +12.2% |
| 1Y | +20.4% | +26.2% | -5.9% | +11.5% |
| 3Y | +91.3% | -26.0% | +117.4% | +101.1% |
| 5Y | +189.6% | -34.3% | +223.8% | +206.5% |
| All | +504.9% | +37.9% | +467.0% | +323.9% |
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