+255.2%
TEVA vs UPST
+3.8%
+251.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.3% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +4.0% | -13.2% | +17.2% | +4.7% |
| 3M | +10.5% | -13.0% | +23.5% | +11.2% |
| 6M | +18.4% | -2.9% | +21.3% | +18.0% |
| YTD | +17.8% | -38.3% | +56.1% | +20.0% |
| 1Y | +90.5% | -60.5% | +150.9% | +98.2% |
| 3Y | +282.1% | -11.7% | +293.9% | +261.2% |
| 5Y | +291.9% | -90.2% | +382.1% | +274.5% |
| All | +255.2% | +3.8% | +251.4% | +231.7% |
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 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