+45.9%
UPS vs BIIB
-20.7%
+66.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.6% |
| 7D | +3.8% | +2.0% | +1.8% | +3.4% |
| 30D | +17.4% | +8.8% | +8.5% | +15.7% |
| 3M | +8.2% | +20.3% | -12.1% | +4.8% |
| 6M | +17.9% | +23.9% | -5.9% | +13.3% |
| YTD | +18.7% | +44.0% | -25.3% | +10.8% |
| 1Y | +24.8% | +53.8% | -29.0% | +15.1% |
| 3Y | -4.5% | +13.8% | -18.4% | -8.7% |
| 5Y | -33.2% | -6.3% | -26.9% | -35.1% |
| All | +45.9% | -20.7% | +66.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling