+68.1%
REGN vs UPST
+3.8%
+64.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -2.0% |
| 7D | -1.6% | -1.5% | -0.1% | -1.6% |
| 30D | +3.4% | -13.2% | +16.6% | +3.8% |
| 3M | +32.7% | -13.0% | +45.7% | +33.0% |
| 6M | +6.9% | -2.9% | +9.8% | +6.8% |
| YTD | +5.4% | -38.3% | +43.7% | +6.2% |
| 1Y | +45.8% | -60.5% | +106.3% | +48.3% |
| 3Y | -1.5% | -11.7% | +10.2% | -2.4% |
| 5Y | +22.2% | -90.2% | +112.4% | +18.8% |
| All | +68.1% | +3.8% | +64.3% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling