+30.6%
UPS vs BAX
+46.0%
-15.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.7% | +3.8% |
| 7D | +8.2% | +4.1% | +4.1% | +7.1% |
| 30D | +22.7% | +9.4% | +13.3% | +19.9% |
| 3M | +6.4% | -6.5% | +12.9% | +8.0% |
| 6M | +22.6% | +59.6% | -37.0% | +7.5% |
| YTD | +20.7% | +38.9% | -18.1% | +5.6% |
| 1Y | +30.6% | +48.0% | -17.4% | +10.9% |
| All | +30.6% | +46.0% | -15.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling