+14.1%
VEEV vs UPST
-21.5%
+35.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.6% |
| 7D | +0.8% | -4.5% | +5.3% | +1.2% |
| 30D | +3.2% | -15.3% | +18.5% | +4.8% |
| 3M | +30.2% | -32.4% | +62.6% | +35.3% |
| 6M | +83.7% | -29.5% | +113.2% | +89.4% |
| YTD | +36.9% | -53.3% | +90.2% | +46.5% |
| 1Y | +3.3% | -47.4% | +50.7% | +9.0% |
| 3Y | +85.1% | -2.2% | +87.3% | +68.7% |
| 5Y | -2.6% | -92.0% | +89.4% | -5.7% |
| All | +14.1% | -21.5% | +35.6% | -3.4% |
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