-8.4%
UPST vs UTHR
+234.5%
-242.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.4% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | -13.2% | -7.6% | -5.6% | -11.4% |
| 3M | -13.0% | -8.6% | -4.4% | -11.0% |
| 6M | -2.9% | +4.1% | -7.0% | -5.5% |
| YTD | -38.3% | +2.2% | -40.5% | -39.9% |
| 1Y | -60.5% | +26.2% | -86.6% | -64.3% |
| 3Y | -11.7% | +121.2% | -132.9% | -37.0% |
| 5Y | -90.2% | +136.5% | -226.7% | -93.3% |
| All | -8.4% | +234.5% | -242.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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