+22.7%
BSX vs UPST
-3.5%
+26.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -4.0% |
| 7D | -8.2% | -12.0% | +3.8% | -7.8% |
| 30D | -15.8% | -16.0% | +0.2% | -15.3% |
| 3M | -10.8% | -17.2% | +6.3% | -10.3% |
| 6M | -38.4% | -10.9% | -27.5% | -38.3% |
| YTD | -54.8% | -42.6% | -12.2% | -54.1% |
| 1Y | -59.0% | -59.8% | +0.7% | -58.0% |
| 3Y | -20.0% | -17.9% | -2.1% | -21.6% |
| 5Y | -3.1% | -90.7% | +87.7% | -6.0% |
| All | +22.7% | -3.5% | +26.1% | +25.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling