+7.9%
BDX vs UPST
+7.9%
0.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.5% | -3.5% | +1.0% | -2.4% |
| 30D | +8.3% | -7.1% | +15.4% | +8.4% |
| 3M | +24.4% | -13.1% | +37.5% | +24.8% |
| 6M | +9.2% | -1.1% | +10.3% | +9.0% |
| YTD | +22.7% | -35.9% | +58.6% | +23.7% |
| 1Y | +25.9% | -57.4% | +83.3% | +28.0% |
| 3Y | -10.5% | -14.9% | +4.4% | -11.6% |
| 5Y | +1.9% | -88.7% | +90.6% | -0.3% |
| All | +7.9% | +7.9% | 0.0% | +1.1% |
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