+548.9%
BMY vs UAL
+242.1%
+306.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +5.0% | -16.1% | +21.1% | +6.6% |
| 3M | +19.4% | +6.1% | +13.3% | +18.5% |
| 6M | +9.5% | +10.8% | -1.3% | +8.0% |
| YTD | +28.1% | -0.4% | +28.5% | +27.2% |
| 1Y | +50.0% | +5.0% | +45.0% | +48.0% |
| 3Y | +24.1% | +124.0% | -99.9% | +12.2% |
| 5Y | +25.0% | +141.0% | -116.0% | +10.1% |
| 10Y | +68.7% | +118.0% | -49.3% | +41.7% |
| All | +548.9% | +242.1% | +306.9% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling