+36.4%
UPS vs BIIB
-26.2%
+62.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | -2.0% | +4.0% | -5.9% | -2.6% |
| 3M | -6.2% | +8.6% | -14.8% | -7.8% |
| 6M | +2.8% | +14.0% | -11.2% | 0.0% |
| YTD | +5.9% | +23.4% | -17.5% | +1.5% |
| 1Y | +26.2% | +45.9% | -19.6% | +17.4% |
| 3Y | -26.0% | -16.1% | -9.9% | -25.7% |
| 5Y | -34.3% | -27.6% | -6.7% | -33.5% |
| All | +36.4% | -26.2% | +62.5% | +31.2% |
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