-34.6%
UPS vs EXEL
+195.7%
-230.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -5.2% | +11.5% | -16.7% | -6.9% |
| 6M | +1.4% | +38.8% | -37.4% | -4.0% |
| YTD | +6.1% | +31.6% | -25.5% | +1.1% |
| 1Y | +27.0% | +53.0% | -26.0% | +17.6% |
| 3Y | -25.9% | +160.8% | -186.8% | -37.1% |
| 5Y | -34.6% | +190.1% | -224.7% | -48.4% |
| All | -34.6% | +195.7% | -230.3% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling