+86.7%
ABBV vs UPS
-27.1%
+113.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.1% |
| 7D | -4.1% | -3.7% | -0.5% | -3.5% |
| 30D | +1.2% | -3.7% | +4.9% | +1.9% |
| 3M | +12.1% | -6.6% | +18.7% | +13.2% |
| 6M | +12.0% | +2.6% | +9.5% | +10.9% |
| YTD | +12.4% | +4.8% | +7.6% | +10.3% |
| 1Y | +22.9% | +25.3% | -2.3% | +15.9% |
| All | +86.7% | -27.1% | +113.8% | +89.0% |
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