+30.3%
BMY vs UPST
+3.8%
+26.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -3.1% |
| 7D | -3.3% | -1.5% | -1.8% | -3.3% |
| 30D | 0.0% | -13.2% | +13.2% | +0.1% |
| 3M | +17.7% | -13.0% | +30.7% | +17.8% |
| 6M | +9.6% | -2.9% | +12.5% | +9.6% |
| YTD | +24.0% | -38.3% | +62.3% | +24.4% |
| 1Y | +45.1% | -60.5% | +105.6% | +46.1% |
| 3Y | +22.5% | -11.7% | +34.2% | +21.8% |
| 5Y | +22.3% | -90.2% | +112.5% | +21.5% |
| All | +30.3% | +3.8% | +26.6% | +25.8% |
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 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