-5.4%
REGN vs UPST
-17.7%
+12.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.6% |
| 7D | -5.6% | -8.8% | +3.2% | -5.1% |
| 30D | -2.0% | -12.1% | +10.1% | -1.3% |
| 3M | +28.0% | -19.5% | +47.5% | +29.2% |
| 6M | +1.2% | -6.8% | +8.0% | +1.1% |
| YTD | +1.6% | -41.5% | +43.1% | +3.7% |
| 1Y | +38.2% | -58.9% | +97.1% | +43.5% |
| 3Y | -5.4% | -15.2% | +9.8% | -8.8% |
| All | -5.4% | -17.7% | +12.3% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling