+26.5%
BMY vs UPST
-14.4%
+40.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -1.4% | +4.4% | -5.8% | -1.4% |
| 30D | +5.1% | -7.7% | +12.8% | +5.2% |
| 3M | -3.0% | -28.4% | +25.4% | -2.7% |
| 6M | +13.1% | -23.2% | +36.2% | +13.3% |
| YTD | +20.3% | -49.1% | +69.4% | +20.9% |
| 1Y | +39.0% | -42.4% | +81.4% | +39.5% |
| 3Y | +42.0% | +5.4% | +36.6% | +41.1% |
| 5Y | +28.5% | -92.9% | +121.4% | +28.0% |
| All | +26.5% | -14.4% | +40.9% | +22.3% |
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