+120.7%
JNJ vs UPST
-14.4%
+135.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.1% |
| 7D | +4.3% | +4.4% | -0.1% | +4.3% |
| 30D | +7.9% | -7.7% | +15.6% | +7.9% |
| 3M | +9.4% | -28.4% | +37.8% | +9.3% |
| 6M | +28.8% | -23.2% | +52.0% | +28.8% |
| YTD | +38.5% | -49.1% | +87.6% | +38.5% |
| 1Y | +54.6% | -42.4% | +97.0% | +54.5% |
| 3Y | +108.4% | +5.4% | +103.0% | +107.0% |
| 5Y | +99.6% | -92.9% | +192.5% | +97.1% |
| All | +120.7% | -14.4% | +135.2% | +111.5% |
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