+89.5%
ILMN vs UPST
-28.6%
+118.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -7.3% |
| 7D | -28.3% | -10.9% | -17.4% | -26.8% |
| 30D | -24.0% | -7.2% | -16.8% | -23.0% |
| 3M | +4.1% | -26.7% | +30.8% | +9.3% |
| 6M | +49.6% | -29.0% | +78.5% | +56.9% |
| YTD | +58.6% | -49.4% | +108.0% | +73.6% |
| 1Y | +69.9% | -47.0% | +116.8% | +83.8% |
| All | +89.5% | -28.6% | +118.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling