+14,272.2%
GILD vs UPS
+236.6%
+14,035.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.8% | -2.0% | -2.9% | -4.2% |
| 30D | +5.8% | -2.0% | +7.7% | +6.5% |
| 3M | +14.9% | -6.2% | +21.2% | +17.1% |
| 6M | -0.4% | +2.8% | -3.1% | -2.2% |
| YTD | +18.5% | +5.9% | +12.6% | +14.7% |
| 1Y | +25.1% | +26.2% | -1.1% | +13.2% |
| 3Y | +105.9% | -26.0% | +131.9% | +119.0% |
| 5Y | +143.0% | -34.3% | +177.3% | +162.5% |
| 10Y | +162.4% | +37.5% | +124.8% | +91.5% |
| All | +14,272.2% | +236.6% | +14,035.6% | +6,543.0% |
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