+89.6%
NVS vs UPST
-90.2%
+179.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.8% | -10.1% | -13.9% |
| 7D | -14.6% | -1.5% | -13.1% | -14.6% |
| 30D | -11.9% | -13.2% | +1.3% | -11.7% |
| 3M | -6.0% | -13.0% | +7.0% | -5.8% |
| 6M | -11.4% | -2.9% | -8.5% | -11.5% |
| YTD | +2.9% | -38.3% | +41.2% | +3.5% |
| 1Y | +10.2% | -60.5% | +70.7% | +11.5% |
| 3Y | +55.3% | -11.7% | +67.1% | +53.0% |
| 5Y | +89.6% | -90.2% | +179.8% | +84.1% |
| All | +89.6% | -90.2% | +179.8% | +84.1% |
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 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