+54.8%
VEEV vs UPST
-29.4%
+84.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.9% |
| 7D | -2.9% | -4.9% | +2.0% | -2.5% |
| 30D | +7.5% | -8.9% | +16.4% | +8.4% |
| 3M | +39.5% | -26.3% | +65.8% | +43.5% |
| 6M | +81.5% | -23.7% | +105.2% | +85.6% |
| YTD | +36.1% | -49.9% | +86.0% | +43.8% |
| 1Y | +4.3% | -42.0% | +46.3% | +8.7% |
| 3Y | +54.8% | -25.3% | +80.1% | +48.8% |
| All | +54.8% | -29.4% | +84.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling