+22.0%
BMY vs UPS
-27.1%
+49.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -4.8% | -3.7% | -1.1% | -4.0% |
| 30D | -0.7% | -3.7% | +3.1% | +0.2% |
| 3M | +15.3% | -6.6% | +21.9% | +16.8% |
| 6M | +8.5% | +2.6% | +6.0% | +7.2% |
| YTD | +23.4% | +4.8% | +18.7% | +21.3% |
| 1Y | +42.9% | +25.3% | +17.6% | +34.0% |
| All | +22.0% | -27.1% | +49.1% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling