+195.8%
ABBV vs UPST
+3.8%
+192.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -3.0% |
| 7D | -4.3% | -1.5% | -2.8% | -4.3% |
| 30D | +1.1% | -13.2% | +14.3% | +1.2% |
| 3M | +12.3% | -13.0% | +25.3% | +12.4% |
| 6M | +9.8% | -2.9% | +12.7% | +9.7% |
| YTD | +11.5% | -38.3% | +49.8% | +11.6% |
| 1Y | +22.3% | -60.5% | +82.7% | +22.6% |
| 3Y | +85.2% | -11.7% | +96.9% | +85.8% |
| 5Y | +170.8% | -90.2% | +261.0% | +169.7% |
| All | +195.8% | +3.8% | +192.0% | +204.6% |
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