+91.2%
BSX vs UAL
+98.4%
-7.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -7.0% | -1.1% | -5.9% | -6.8% |
| 30D | -10.9% | -13.4% | +2.5% | -8.6% |
| 3M | -8.2% | -2.3% | -5.9% | -8.2% |
| 6M | -37.5% | +13.3% | -50.8% | -39.7% |
| YTD | -52.8% | -4.2% | -48.6% | -53.4% |
| 1Y | -58.4% | +1.4% | -59.8% | -59.5% |
| 3Y | -16.5% | +125.8% | -142.3% | -33.4% |
| 5Y | -1.0% | +130.0% | -131.0% | -24.4% |
| 10Y | +91.2% | +104.2% | -13.0% | +37.8% |
| All | +91.2% | +98.4% | -7.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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