+137.6%
NVS vs UPST
-93.3%
+230.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +1.3% | +4.4% | -3.1% | +1.3% |
| 30D | +13.9% | -7.7% | +21.5% | +14.0% |
| 3M | +4.7% | -28.4% | +33.1% | +5.3% |
| 6M | +12.1% | -23.2% | +35.3% | +12.5% |
| YTD | +22.3% | -49.1% | +71.5% | +23.4% |
| 1Y | +33.5% | -42.4% | +75.9% | +34.3% |
| 3Y | +94.7% | +5.4% | +89.4% | +91.5% |
| 5Y | +137.6% | -92.9% | +230.5% | +132.0% |
| All | +137.6% | -93.3% | +230.9% | +132.0% |
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