+62.1%
REGN vs UPST
-1.6%
+63.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.5% |
| 7D | -5.6% | -8.8% | +3.2% | -5.4% |
| 30D | -2.0% | -12.1% | +10.1% | -1.7% |
| 3M | +28.0% | -19.5% | +47.5% | +28.5% |
| 6M | +1.2% | -6.8% | +8.0% | +1.1% |
| YTD | +1.6% | -41.5% | +43.1% | +2.6% |
| 1Y | +38.2% | -58.9% | +97.1% | +40.4% |
| 3Y | -5.4% | -15.2% | +9.8% | -6.1% |
| 5Y | +21.3% | -90.5% | +111.8% | +18.1% |
| All | +62.1% | -1.6% | +63.7% | +64.7% |
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