-39.8%
ILMN vs UPST
-24.8%
-15.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.4% | -1.5% |
| 7D | -2.9% | -10.6% | +7.8% | -1.5% |
| 30D | -23.8% | -14.0% | -9.8% | -22.3% |
| 3M | +7.5% | -36.8% | +44.3% | +14.0% |
| 6M | +42.8% | -27.5% | +70.3% | +48.0% |
| YTD | +57.8% | -55.3% | +113.1% | +72.1% |
| 1Y | +72.6% | -47.5% | +120.2% | +84.0% |
| 3Y | +129.3% | -10.4% | +139.8% | +112.0% |
| 5Y | -44.5% | -92.6% | +48.1% | -45.6% |
| All | -39.8% | -24.8% | -15.0% | -46.9% |
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 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