+2.9%
BSX vs UPST
-93.3%
+96.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.9% |
| 7D | -0.7% | +4.4% | -5.1% | -0.9% |
| 30D | +3.0% | -7.7% | +10.7% | +3.4% |
| 3M | -10.7% | -28.4% | +17.7% | -9.3% |
| 6M | -18.4% | -23.2% | +4.8% | -17.6% |
| YTD | -53.8% | -49.1% | -4.7% | -52.6% |
| 1Y | -56.0% | -42.4% | -13.6% | -55.2% |
| 3Y | -14.4% | +5.4% | -19.8% | -18.2% |
| 5Y | +2.9% | -92.9% | +95.8% | +6.8% |
| All | +2.9% | -93.3% | +96.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling