+23.9%
BMY vs UPS
-33.5%
+57.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -6.4% | -3.4% | -3.0% | -5.8% |
| 30D | +0.2% | -2.7% | +3.0% | +0.7% |
| 3M | +16.0% | -1.6% | +17.6% | +16.1% |
| 6M | +8.3% | +2.3% | +6.0% | +7.4% |
| YTD | +22.2% | +5.6% | +16.6% | +20.4% |
| 1Y | +41.7% | +27.1% | +14.6% | +34.7% |
| 3Y | +20.7% | -26.3% | +47.0% | +23.3% |
| 5Y | +23.9% | -34.5% | +58.4% | +24.5% |
| All | +23.9% | -33.5% | +57.4% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling