+16.0%
VEEV vs UPST
-16.7%
+32.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | -7.1% | -8.1% | +1.0% | -6.3% |
| 30D | +11.1% | -14.3% | +25.4% | +12.9% |
| 3M | +55.5% | -16.6% | +72.2% | +58.2% |
| 6M | +33.4% | -7.3% | +40.6% | +33.8% |
| YTD | +16.8% | -40.8% | +57.6% | +21.6% |
| 1Y | -7.7% | -62.4% | +54.7% | -0.8% |
| All | +16.0% | -16.7% | +32.7% | +8.0% |
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