+24.8%
UPS vs BAX
+38.8%
-14.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +17.4% | +4.1% | +13.3% | +16.1% |
| 3M | +8.2% | -4.5% | +12.7% | +9.2% |
| 6M | +17.9% | +49.2% | -31.3% | +5.7% |
| YTD | +18.7% | +35.2% | -16.6% | +5.1% |
| 1Y | +24.8% | +38.3% | -13.5% | +9.3% |
| All | +24.8% | +38.8% | -14.0% | +9.3% |
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