+48.4%
NVO vs UPST
+7.9%
+40.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +2.2% | -3.5% | +5.7% | +2.3% |
| 30D | +6.0% | -7.1% | +13.1% | +6.2% |
| 3M | +7.9% | -13.1% | +21.0% | +8.3% |
| 6M | +27.1% | -1.1% | +28.2% | +26.8% |
| YTD | -3.8% | -35.9% | +32.0% | -2.8% |
| 1Y | -12.8% | -57.4% | +44.6% | -11.1% |
| 3Y | -46.3% | -14.9% | -31.4% | -46.5% |
| 5Y | +3.6% | -88.7% | +92.2% | +4.8% |
| All | +48.4% | +7.9% | +40.5% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling