-1.2%
BSX vs UPST
-90.2%
+89.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -5.7% |
| 7D | -6.4% | -1.5% | -5.0% | -6.4% |
| 30D | -8.8% | -13.2% | +4.4% | -8.2% |
| 3M | -7.6% | -13.0% | +5.3% | -7.1% |
| 6M | -37.0% | -2.9% | -34.1% | -37.1% |
| YTD | -52.8% | -38.3% | -14.5% | -52.0% |
| 1Y | -58.4% | -60.5% | +2.0% | -56.9% |
| 3Y | -16.5% | -11.7% | -4.8% | -19.8% |
| 5Y | -1.2% | -90.2% | +89.0% | -1.9% |
| All | -1.2% | -90.2% | +89.0% | -1.9% |
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 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