+258.4%
TEVA vs UPST
-1.6%
+259.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.9% |
| 7D | +2.0% | -8.8% | +10.8% | +2.5% |
| 30D | +1.0% | -12.1% | +13.0% | +1.6% |
| 3M | +7.3% | -19.5% | +26.8% | +8.4% |
| 6M | +21.7% | -6.8% | +28.6% | +21.6% |
| YTD | +18.8% | -41.5% | +60.3% | +21.4% |
| 1Y | +86.5% | -58.9% | +145.3% | +93.6% |
| 3Y | +269.4% | -15.2% | +284.6% | +250.0% |
| 5Y | +303.6% | -90.5% | +394.1% | +286.7% |
| All | +258.4% | -1.6% | +259.9% | +235.6% |
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 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