+81.0%
BSX vs UPS
+37.9%
+43.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -10.1% | -2.0% | -8.1% | -9.6% |
| 30D | -16.4% | -2.0% | -14.5% | -16.0% |
| 3M | -8.9% | -6.2% | -2.7% | -7.6% |
| 6M | -38.3% | +2.8% | -41.0% | -39.3% |
| YTD | -54.9% | +5.9% | -60.8% | -56.4% |
| 1Y | -58.8% | +26.2% | -85.1% | -62.3% |
| 3Y | -21.2% | -26.0% | +4.8% | -17.4% |
| 5Y | -3.3% | -34.3% | +30.9% | +3.4% |
| All | +81.0% | +37.9% | +43.1% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling