+30.6%
UPS vs ALNY
-62.5%
+93.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.7% |
| 7D | +8.2% | -30.7% | +38.9% | +8.9% |
| 30D | +22.7% | -26.7% | +49.5% | +23.2% |
| 3M | +6.4% | -26.4% | +32.9% | +6.8% |
| 6M | +22.6% | -45.9% | +68.5% | +24.1% |
| YTD | +20.7% | -59.5% | +80.2% | +24.4% |
| 1Y | +30.6% | -62.0% | +92.6% | +35.0% |
| All | +30.6% | -62.5% | +93.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling