-38.0%
ILMN vs UPST
-15.8%
-22.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | -9.7% | -4.9% | -4.8% | -9.2% |
| 30D | -20.4% | -8.9% | -11.5% | -19.4% |
| 3M | +10.0% | -26.3% | +36.3% | +14.3% |
| 6M | +49.5% | -23.7% | +73.2% | +53.9% |
| YTD | +62.5% | -49.9% | +112.4% | +74.7% |
| 1Y | +76.0% | -42.0% | +118.0% | +85.2% |
| 3Y | +94.2% | -25.3% | +119.5% | +82.1% |
| 5Y | -46.3% | -93.4% | +47.1% | -47.6% |
| All | -38.0% | -15.8% | -22.2% | -46.1% |
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