+250.8%
ABBV vs UPST
-14.4%
+265.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.7% |
| 7D | +1.5% | +4.4% | -2.9% | +1.5% |
| 30D | +6.7% | -7.7% | +14.4% | +6.8% |
| 3M | +19.9% | -28.4% | +48.4% | +20.0% |
| 6M | +47.5% | -23.2% | +70.6% | +47.5% |
| YTD | +32.2% | -49.1% | +81.3% | +32.4% |
| 1Y | +37.8% | -42.4% | +80.2% | +38.0% |
| 3Y | +134.8% | +5.4% | +129.4% | +135.9% |
| 5Y | +203.0% | -92.9% | +295.9% | +201.6% |
| All | +250.8% | -14.4% | +265.2% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling