+319.6%
UPS vs EXEL
+336.4%
-16.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +17.4% | +13.1% | +4.2% | +16.1% |
| 3M | +8.2% | +36.3% | -28.1% | +5.2% |
| 6M | +17.9% | +34.5% | -16.6% | +14.8% |
| YTD | +18.7% | +57.4% | -38.7% | +13.7% |
| 1Y | +24.8% | +62.9% | -38.1% | +19.2% |
| 3Y | -4.5% | +229.5% | -234.1% | -15.0% |
| 5Y | -33.2% | +281.2% | -314.4% | -41.6% |
| 10Y | +44.2% | +320.7% | -276.5% | +20.0% |
| All | +319.6% | +336.4% | -16.8% | +164.6% |
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