+250.9%
UAL vs BDX
+537.0%
-286.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | +7.8% | +15.1% | -7.4% | -0.3% |
| 3M | -11.1% | +18.2% | -29.3% | -19.3% |
| 6M | +16.1% | +48.1% | -32.1% | -7.8% |
| YTD | -0.5% | +44.1% | -44.6% | -20.0% |
| 1Y | +11.3% | +46.4% | -35.1% | -11.4% |
| 3Y | +192.8% | +24.4% | +168.5% | +149.6% |
| 5Y | +123.3% | +26.1% | +97.2% | +82.8% |
| 10Y | +84.6% | +93.3% | -8.6% | -7.7% |
| All | +250.9% | +537.0% | -286.1% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling