+125.1%
NVS vs UPST
-21.5%
+146.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.2% |
| 7D | +2.5% | -4.5% | +7.0% | +2.6% |
| 30D | +13.6% | -15.3% | +28.9% | +13.8% |
| 3M | +4.1% | -32.4% | +36.6% | +4.6% |
| 6M | +11.8% | -29.5% | +41.3% | +12.2% |
| YTD | +22.0% | -53.3% | +75.3% | +22.9% |
| 1Y | +32.3% | -47.4% | +79.6% | +33.0% |
| 3Y | +93.6% | -2.2% | +95.8% | +91.8% |
| 5Y | +136.7% | -92.0% | +228.8% | +134.8% |
| All | +125.1% | -21.5% | +146.6% | +129.9% |
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 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