+338.8%
BSX vs UPS
+237.3%
+101.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.2% |
| 7D | -6.4% | -2.1% | -4.3% | -5.6% |
| 30D | -8.8% | -2.3% | -6.5% | -8.0% |
| 3M | -7.6% | -5.2% | -2.4% | -6.2% |
| 6M | -37.0% | +1.4% | -38.4% | -38.3% |
| YTD | -52.8% | +6.1% | -58.9% | -55.1% |
| 1Y | -58.4% | +27.0% | -85.4% | -63.5% |
| 3Y | -16.5% | -25.9% | +9.4% | -11.7% |
| 5Y | -1.2% | -34.6% | +33.4% | +7.3% |
| 10Y | +83.7% | +36.2% | +47.6% | +29.4% |
| All | +338.8% | +237.3% | +101.6% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling