+60.7%
BMY vs UPS
+37.9%
+22.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.8% | -2.0% | -2.8% | -4.3% |
| 30D | -0.1% | -2.0% | +1.9% | +0.4% |
| 3M | +13.1% | -6.2% | +19.3% | +14.5% |
| 6M | +8.4% | +2.8% | +5.6% | +7.2% |
| YTD | +22.0% | +5.9% | +16.1% | +19.6% |
| 1Y | +40.3% | +26.2% | +14.0% | +31.7% |
| 3Y | +20.5% | -26.0% | +46.5% | +25.7% |
| 5Y | +23.7% | -34.3% | +58.0% | +29.7% |
| All | +60.7% | +37.9% | +22.8% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling