+45.6%
BMY vs UPST
-48.7%
+94.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +3.7% |
| 7D | +6.0% | -3.1% | +9.1% | +6.0% |
| 30D | +9.1% | -4.0% | +13.1% | +9.1% |
| 3M | -2.6% | -22.9% | +20.3% | -1.9% |
| 6M | +13.1% | -27.1% | +40.3% | +14.0% |
| YTD | +23.0% | -46.5% | +69.6% | +25.9% |
| 1Y | +45.6% | -49.4% | +95.0% | +48.8% |
| All | +45.6% | -48.7% | +94.2% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling