+28.0%
BSX vs UPST
-0.4%
+28.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | -7.0% | -8.1% | +1.0% | -6.8% |
| 30D | -10.9% | -14.3% | +3.4% | -10.4% |
| 3M | -8.2% | -16.6% | +8.5% | -7.7% |
| 6M | -37.5% | -7.3% | -30.2% | -37.5% |
| YTD | -52.8% | -40.8% | -12.1% | -52.2% |
| 1Y | -58.4% | -62.4% | +4.0% | -57.3% |
| 3Y | -16.5% | -15.3% | -1.2% | -18.3% |
| 5Y | -1.0% | -91.1% | +90.1% | -4.1% |
| All | +28.0% | -0.4% | +28.4% | +30.5% |
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