+221.2%
UPS vs BDX
+1,146.5%
-925.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.9% |
| 7D | -2.1% | -4.3% | +2.2% | -0.9% |
| 30D | -2.3% | +1.3% | -3.6% | -2.7% |
| 3M | -5.2% | +20.2% | -25.5% | -10.6% |
| 6M | +1.4% | +8.6% | -7.2% | -1.5% |
| YTD | +6.1% | +19.0% | -12.9% | +0.2% |
| 1Y | +27.0% | +21.2% | +5.8% | +19.1% |
| 3Y | -25.9% | -9.7% | -16.2% | -25.3% |
| 5Y | -34.6% | -3.4% | -31.2% | -35.7% |
| 10Y | +36.2% | +53.9% | -17.7% | +15.8% |
| All | +221.2% | +1,146.5% | -925.3% | +91.9% |
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