+128.2%
UAL vs BDX
-9.6%
+137.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -1.5% |
| 7D | +3.5% | -4.3% | +7.7% | +5.4% |
| 30D | -16.5% | +1.3% | -17.7% | -17.0% |
| 3M | +2.8% | +20.2% | -17.5% | -5.7% |
| 6M | +17.6% | +8.6% | +8.9% | +12.8% |
| YTD | -3.2% | +19.0% | -22.2% | -10.8% |
| 1Y | +0.4% | +21.2% | -20.7% | -8.3% |
| 3Y | +128.2% | -9.7% | +137.9% | +121.3% |
| All | +128.2% | -9.6% | +137.8% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling