+201.6%
ABBV vs UPST
-92.5%
+294.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | +1.3% | -10.6% | +11.9% | +1.4% |
| 30D | +4.7% | -14.0% | +18.7% | +4.8% |
| 3M | +18.3% | -36.8% | +55.2% | +18.7% |
| 6M | +43.4% | -27.5% | +70.9% | +43.6% |
| YTD | +33.0% | -55.3% | +88.3% | +33.5% |
| 1Y | +30.8% | -47.5% | +78.4% | +31.1% |
| 3Y | +135.1% | -10.4% | +145.6% | +136.3% |
| All | +201.6% | -92.5% | +294.1% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling