+34.6%
BMY vs UPST
+7.9%
+26.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.8% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | +5.0% | -7.1% | +12.1% | +5.1% |
| 3M | +19.4% | -13.1% | +32.5% | +19.5% |
| 6M | +9.5% | -1.1% | +10.6% | +9.4% |
| YTD | +28.1% | -35.9% | +63.9% | +28.4% |
| 1Y | +50.0% | -57.4% | +107.4% | +50.9% |
| 3Y | +24.1% | -14.9% | +38.9% | +23.4% |
| 5Y | +25.0% | -88.7% | +113.6% | +24.1% |
| All | +34.6% | +7.9% | +26.7% | +29.9% |
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