+100.0%
UAL vs BDX
+58.0%
+42.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -2.0% | -5.4% | +3.4% | -0.3% |
| 30D | -15.7% | -2.2% | -13.5% | -15.2% |
| 3M | +3.6% | +20.1% | -16.5% | -2.5% |
| 6M | +16.9% | +9.1% | +7.8% | +13.4% |
| YTD | -4.8% | +17.9% | -22.6% | -9.8% |
| 1Y | -0.9% | +22.1% | -23.0% | -7.3% |
| 3Y | +124.5% | -10.5% | +135.0% | +126.3% |
| 5Y | +140.2% | -2.6% | +142.8% | +135.5% |
| All | +100.0% | +58.0% | +42.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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