-25.9%
UPS vs EXEL
+160.6%
-186.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -2.3% | +6.7% | -9.0% | -3.3% |
| 3M | -5.2% | +11.5% | -16.7% | -6.8% |
| 6M | +1.4% | +38.8% | -37.4% | -3.7% |
| YTD | +6.1% | +31.6% | -25.5% | +1.4% |
| 1Y | +27.0% | +53.0% | -26.0% | +18.1% |
| 3Y | -25.9% | +160.8% | -186.8% | -33.2% |
| All | -25.9% | +160.6% | -186.5% | -33.2% |
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