-53.6%
BSX vs UPS
+29.9%
-83.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +5.5% |
| 7D | +8.0% | +8.2% | -0.2% | +8.5% |
| 30D | +8.1% | +22.7% | -14.7% | +9.9% |
| 3M | -6.7% | +6.4% | -13.1% | -6.7% |
| 6M | -19.4% | +22.6% | -42.0% | -17.1% |
| YTD | -51.9% | +20.7% | -72.7% | -52.3% |
| 1Y | -53.6% | +30.6% | -84.3% | -54.7% |
| All | -53.6% | +29.9% | -83.6% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling