+62.0%
BMY vs UAL
+103.3%
-41.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.9% |
| 7D | -3.3% | +3.5% | -6.8% | -3.6% |
| 30D | 0.0% | -16.5% | +16.4% | +1.5% |
| 3M | +17.7% | +2.8% | +15.0% | +17.2% |
| 6M | +9.6% | +17.6% | -7.9% | +7.5% |
| YTD | +24.0% | -3.2% | +27.2% | +23.4% |
| 1Y | +45.1% | +0.4% | +44.7% | +43.7% |
| 3Y | +22.5% | +128.2% | -105.7% | +10.4% |
| 5Y | +22.3% | +137.7% | -115.4% | +7.6% |
| 10Y | +62.0% | +99.1% | -37.2% | +42.3% |
| All | +62.0% | +103.3% | -41.4% | +42.3% |
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