+36.4%
UPS vs EXEL
+375.2%
-338.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -2.0% | -4.9% | +2.9% | -1.4% |
| 30D | -2.0% | +11.4% | -13.3% | -3.3% |
| 3M | -6.2% | +4.9% | -11.1% | -6.9% |
| 6M | +2.8% | +34.4% | -31.6% | -1.3% |
| YTD | +5.9% | +28.0% | -22.1% | +2.2% |
| 1Y | +26.2% | +43.6% | -17.4% | +19.8% |
| 3Y | -26.0% | +155.2% | -181.2% | -35.2% |
| 5Y | -34.3% | +181.2% | -215.4% | -43.7% |
| All | +36.4% | +375.2% | -338.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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