+36.4%
UPS vs ALNY
+260.0%
-223.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.0% | -6.5% | +4.6% | -1.4% |
| 30D | -2.0% | +11.0% | -13.0% | -2.9% |
| 3M | -6.2% | -14.1% | +7.8% | -5.7% |
| 6M | +2.8% | -22.4% | +25.2% | +4.1% |
| YTD | +5.9% | -37.5% | +43.4% | +9.1% |
| 1Y | +26.2% | -46.9% | +73.2% | +31.7% |
| 3Y | -26.0% | +22.1% | -48.1% | -29.2% |
| 5Y | -34.3% | +31.2% | -65.5% | -38.6% |
| All | +36.4% | +260.0% | -223.6% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling