+104.3%
BSX vs UAL
+99.5%
+4.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.8% | +12.5% | -9.7% | +0.7% |
| 30D | +4.6% | +12.2% | -7.6% | +2.4% |
| 3M | -11.4% | -2.6% | -8.8% | -11.2% |
| 6M | -17.1% | +21.1% | -38.2% | -20.7% |
| YTD | -53.1% | +7.8% | -60.9% | -54.7% |
| 1Y | -55.7% | +25.4% | -81.1% | -58.4% |
| 3Y | -13.3% | +217.3% | -230.7% | -35.2% |
| 5Y | +5.3% | +132.9% | -127.6% | -19.4% |
| 10Y | +104.3% | +101.1% | +3.2% | +53.3% |
| All | +104.3% | +99.5% | +4.8% | +53.3% |
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