+121.3%
NVS vs UPST
-24.8%
+146.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.1% |
| 7D | -1.3% | -10.6% | +9.4% | -1.1% |
| 30D | +9.3% | -14.0% | +23.3% | +9.5% |
| 3M | +5.8% | -36.8% | +42.6% | +6.4% |
| 6M | +7.2% | -27.5% | +34.7% | +7.5% |
| YTD | +20.0% | -55.3% | +75.2% | +20.9% |
| 1Y | +25.4% | -47.5% | +72.9% | +26.1% |
| 3Y | +89.2% | -10.4% | +99.6% | +87.6% |
| 5Y | +134.6% | -92.6% | +227.2% | +132.9% |
| All | +121.3% | -24.8% | +146.1% | +126.1% |
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