+57.5%
BMY vs UAL
+106.7%
-49.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.6% |
| 7D | -1.4% | +10.2% | -11.6% | -2.3% |
| 30D | +5.1% | +12.0% | -6.9% | +4.0% |
| 3M | -3.0% | -7.1% | +4.1% | -2.6% |
| 6M | +13.1% | +20.9% | -7.8% | +10.7% |
| YTD | +20.3% | +7.7% | +12.7% | +18.5% |
| 1Y | +39.0% | +23.6% | +15.5% | +35.2% |
| 3Y | +42.0% | +222.6% | -180.6% | +24.2% |
| 5Y | +28.5% | +127.9% | -99.4% | +13.9% |
| 10Y | +57.5% | +100.2% | -42.7% | +37.5% |
| All | +57.5% | +106.7% | -49.2% | +37.5% |
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