+10.2%
IDXX vs UPST
-0.4%
+10.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.6% |
| 7D | -4.4% | -8.1% | +3.7% | -3.7% |
| 30D | -13.5% | -14.3% | +0.8% | -12.4% |
| 3M | -11.0% | -16.6% | +5.6% | -9.8% |
| 6M | -15.6% | -7.3% | -8.3% | -15.6% |
| YTD | -23.9% | -40.8% | +16.9% | -21.2% |
| 1Y | -21.4% | -62.4% | +41.0% | -15.9% |
| 3Y | +10.6% | -15.3% | +25.9% | +4.1% |
| 5Y | -23.9% | -91.1% | +67.2% | -29.0% |
| All | +10.2% | -0.4% | +10.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling