-21.0%
BSX vs UPS
-26.6%
+5.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -8.2% | -3.4% | -4.8% | -8.1% |
| 30D | -15.8% | -2.7% | -13.1% | -15.7% |
| 3M | -10.8% | -1.6% | -9.2% | -10.8% |
| 6M | -38.4% | +2.3% | -40.7% | -38.5% |
| YTD | -54.8% | +5.6% | -60.4% | -55.2% |
| 1Y | -59.0% | +27.1% | -86.1% | -60.3% |
| All | -21.0% | -26.6% | +5.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling