-93.5%
UPST vs UTHR
+179.7%
-273.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -4.9% | -6.1% | +1.2% | -3.4% |
| 30D | -8.9% | +3.1% | -12.0% | -9.5% |
| 3M | -26.3% | +5.5% | -31.8% | -27.5% |
| 6M | -23.7% | -5.8% | -17.9% | -22.9% |
| YTD | -49.9% | +15.3% | -65.3% | -52.8% |
| 1Y | -42.0% | +23.8% | -65.8% | -46.5% |
| 3Y | -25.3% | +146.3% | -171.6% | -47.6% |
| All | -93.5% | +179.7% | -273.2% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling