-34.7%
UPS vs BRKR
-39.7%
+5.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | -8.7% | +6.7% | -0.2% |
| 30D | -2.0% | -9.9% | +7.9% | -0.1% |
| 3M | -6.2% | -3.1% | -3.1% | -7.2% |
| 6M | +2.8% | +45.5% | -42.7% | -8.1% |
| YTD | +5.9% | +13.7% | -7.8% | -0.3% |
| 1Y | +26.2% | +67.4% | -41.2% | +7.7% |
| 3Y | -26.0% | -13.2% | -12.8% | -29.9% |
| All | -34.7% | -39.7% | +5.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling