+58.2%
BMY vs UAL
+99.5%
-41.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +1.8% | +12.5% | -10.7% | +0.7% |
| 30D | +6.2% | +12.2% | -6.0% | +5.1% |
| 3M | -2.1% | -2.6% | +0.4% | -2.1% |
| 6M | +14.3% | +21.1% | -6.8% | +11.8% |
| YTD | +21.6% | +7.8% | +13.8% | +19.7% |
| 1Y | +38.8% | +25.4% | +13.4% | +34.8% |
| 3Y | +42.9% | +217.3% | -174.4% | +25.2% |
| 5Y | +30.1% | +132.9% | -102.8% | +15.0% |
| 10Y | +58.2% | +101.1% | -43.0% | +34.9% |
| All | +58.2% | +99.5% | -41.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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