+139.0%
BMY vs UPS
+237.3%
-98.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | -3.3% | -2.1% | -1.2% | -2.7% |
| 30D | 0.0% | -2.3% | +2.3% | +0.6% |
| 3M | +17.7% | -5.2% | +22.9% | +19.2% |
| 6M | +9.6% | +1.4% | +8.2% | +8.4% |
| YTD | +24.0% | +6.1% | +17.9% | +20.8% |
| 1Y | +45.1% | +27.0% | +18.1% | +33.5% |
| 3Y | +22.5% | -25.9% | +48.4% | +29.5% |
| 5Y | +22.3% | -34.6% | +56.9% | +30.7% |
| 10Y | +62.0% | +36.2% | +25.8% | +28.5% |
| All | +139.0% | +237.3% | -98.3% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling