-6.3%
UPS vs EXEL
+234.5%
-240.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | +16.4% | +17.4% | -0.9% | +13.5% |
| 3M | +7.9% | +38.6% | -30.7% | +2.4% |
| 6M | +15.8% | +41.2% | -25.4% | +9.5% |
| YTD | +16.6% | +59.3% | -42.8% | +7.7% |
| 1Y | +22.3% | +60.2% | -37.9% | +12.8% |
| All | -6.3% | +234.5% | -240.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling