+50.0%
BMY vs UPS
+27.3%
+22.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +0.4% | -2.9% | +3.2% | +0.8% |
| 30D | +5.0% | -3.5% | +8.5% | +5.5% |
| 3M | +19.4% | -5.7% | +25.1% | +20.1% |
| 6M | +9.5% | -4.4% | +13.9% | +9.5% |
| YTD | +28.1% | +8.0% | +20.0% | +27.7% |
| 1Y | +50.0% | +29.0% | +20.9% | +45.0% |
| All | +50.0% | +27.3% | +22.7% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling