+187.2%
ABBV vs UPS
-33.5%
+220.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -2.0% | -3.4% | +1.4% | -1.4% |
| 30D | +2.0% | -2.7% | +4.7% | +2.4% |
| 3M | +14.2% | -1.6% | +15.8% | +14.3% |
| 6M | +14.1% | +2.3% | +11.7% | +13.1% |
| YTD | +14.2% | +5.6% | +8.7% | +12.3% |
| 1Y | +24.2% | +27.1% | -2.8% | +17.8% |
| 3Y | +89.8% | -26.3% | +116.1% | +94.5% |
| 5Y | +187.2% | -34.5% | +221.7% | +191.8% |
| All | +187.2% | -33.5% | +220.7% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling