-11.3%
BSX vs UPST
-11.9%
+0.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.9% |
| 7D | +2.0% | -3.5% | +5.6% | +2.2% |
| 30D | +0.1% | -7.1% | +7.2% | +0.5% |
| 3M | -2.1% | -13.1% | +10.9% | -1.7% |
| 6M | -33.8% | -1.1% | -32.7% | -34.0% |
| YTD | -49.9% | -35.9% | -14.0% | -49.2% |
| 1Y | -55.4% | -57.4% | +2.0% | -54.1% |
| All | -11.3% | -11.9% | +0.6% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling