-11.2%
VEEV vs UPST
-88.8%
+77.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -3.0% |
| 7D | -0.6% | -3.5% | +3.0% | -0.1% |
| 30D | +28.8% | -7.1% | +36.0% | +30.0% |
| 3M | +54.0% | -13.1% | +67.1% | +56.4% |
| 6M | +46.0% | -1.1% | +47.0% | +45.0% |
| YTD | +23.2% | -35.9% | +59.1% | +28.9% |
| 1Y | +1.9% | -57.4% | +59.3% | +11.3% |
| 3Y | +27.0% | -14.9% | +41.9% | +12.9% |
| All | -11.2% | -88.8% | +77.6% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling