+104.5%
TEVA vs UPST
-48.7%
+153.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.4% |
| 7D | +4.7% | -3.1% | +7.9% | +4.8% |
| 30D | +5.5% | -4.0% | +9.5% | +5.6% |
| 3M | +21.6% | -22.9% | +44.4% | +21.8% |
| 6M | +18.4% | -27.1% | +45.5% | +19.1% |
| YTD | +34.1% | -46.5% | +80.6% | +31.7% |
| 1Y | +104.5% | -49.4% | +154.0% | +101.5% |
| All | +104.5% | -48.7% | +153.2% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling