+1,118.6%
ABBV vs UPS
+119.6%
+999.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -4.3% | -2.1% | -2.2% | -3.7% |
| 30D | +1.1% | -2.3% | +3.4% | +1.8% |
| 3M | +12.3% | -5.2% | +17.5% | +13.7% |
| 6M | +9.8% | +1.4% | +8.4% | +8.5% |
| YTD | +11.5% | +6.1% | +5.3% | +8.2% |
| 1Y | +22.3% | +27.0% | -4.7% | +11.9% |
| 3Y | +85.2% | -25.9% | +111.1% | +95.8% |
| 5Y | +170.8% | -34.6% | +205.4% | +189.4% |
| 10Y | +485.4% | +36.2% | +449.3% | +313.8% |
| All | +1,118.6% | +119.6% | +999.0% | +576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling