+61.6%
NBIX vs UPST
-90.5%
+152.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +0.4% | -8.8% | +9.1% | +0.8% |
| 30D | -0.2% | -12.1% | +11.9% | +0.4% |
| 3M | -4.0% | -19.5% | +15.5% | -3.2% |
| 6M | +20.6% | -6.8% | +27.4% | +20.4% |
| YTD | +10.1% | -41.5% | +51.6% | +12.1% |
| 1Y | +8.8% | -58.9% | +67.6% | +12.3% |
| 3Y | +42.5% | -15.2% | +57.6% | +39.0% |
| All | +61.6% | -90.5% | +152.1% | +64.6% |
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