+227.0%
UPS vs BIIB
+932.1%
-705.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.0% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | -3.5% | +6.9% | -10.4% | -4.4% |
| 3M | -5.7% | +12.4% | -18.1% | -7.3% |
| 6M | -4.4% | +16.3% | -20.6% | -6.5% |
| YTD | +8.0% | +25.5% | -17.5% | +4.4% |
| 1Y | +29.0% | +57.8% | -28.8% | +20.9% |
| 3Y | -27.7% | -17.3% | -10.4% | -27.0% |
| 5Y | -34.3% | -33.8% | -0.5% | -32.8% |
| 10Y | +37.8% | -29.6% | +67.4% | +33.2% |
| All | +227.0% | +932.1% | -705.1% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling