+281.9%
UPS vs EXEL
+273.2%
+8.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.9% | +8.4% | -11.3% | -3.6% |
| 30D | -3.5% | +4.1% | -7.6% | -3.9% |
| 3M | -5.7% | +12.4% | -18.1% | -6.7% |
| 6M | -4.4% | +41.5% | -45.9% | -7.4% |
| YTD | +8.0% | +34.6% | -26.6% | +4.9% |
| 1Y | +29.0% | +57.9% | -28.8% | +23.4% |
| 3Y | -27.7% | +159.5% | -187.2% | -34.3% |
| 5Y | -34.3% | +198.5% | -232.8% | -41.5% |
| 10Y | +37.8% | +411.4% | -373.6% | +12.5% |
| All | +281.9% | +273.2% | +8.7% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling