+204.9%
ABBV vs UPST
+7.9%
+197.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | +4.2% | -7.1% | +11.3% | +4.2% |
| 3M | +14.8% | -13.1% | +27.9% | +14.9% |
| 6M | +10.3% | -1.1% | +11.4% | +10.2% |
| YTD | +14.9% | -35.9% | +50.8% | +15.0% |
| 1Y | +24.1% | -57.4% | +81.6% | +24.5% |
| 3Y | +91.9% | -14.9% | +106.8% | +92.5% |
| 5Y | +176.0% | -88.7% | +264.7% | +175.0% |
| All | +204.9% | +7.9% | +197.0% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling