+1,242.7%
AMGN vs UPS
+237.3%
+1,005.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.8% | -8.3% | -9.4% |
| 7D | -10.3% | -2.1% | -8.1% | -9.5% |
| 30D | -3.8% | -2.3% | -1.5% | -2.9% |
| 3M | +14.4% | -5.2% | +19.6% | +16.2% |
| 6M | +7.8% | +1.4% | +6.4% | +6.3% |
| YTD | +22.6% | +6.1% | +16.5% | +18.7% |
| 1Y | +44.2% | +27.0% | +17.2% | +30.1% |
| 3Y | +65.8% | -25.9% | +91.7% | +77.6% |
| 5Y | +108.0% | -34.6% | +142.6% | +125.9% |
| 10Y | +209.9% | +36.2% | +173.7% | +130.1% |
| All | +1,242.7% | +237.3% | +1,005.4% | +514.9% |
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 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