-35.8%
ILMN vs UPST
-14.4%
-21.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.4% |
| 7D | -2.6% | +4.4% | -7.0% | -3.2% |
| 30D | -20.6% | -7.7% | -13.0% | -19.8% |
| 3M | +17.5% | -28.4% | +45.9% | +22.5% |
| 6M | +55.6% | -23.2% | +78.8% | +60.1% |
| YTD | +68.3% | -49.1% | +117.4% | +80.6% |
| 1Y | +81.1% | -42.4% | +123.5% | +90.8% |
| 3Y | +112.2% | +5.4% | +106.8% | +92.1% |
| 5Y | -42.6% | -92.9% | +50.3% | -44.2% |
| All | -35.8% | -14.4% | -21.3% | -44.3% |
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