-43.8%
ILMN vs UPST
-92.2%
+48.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -0.5% |
| 7D | +0.7% | -13.5% | +14.3% | +3.1% |
| 30D | -22.7% | -19.6% | -3.1% | -20.0% |
| 3M | +8.6% | -34.2% | +42.8% | +16.0% |
| 6M | +43.8% | -31.2% | +75.0% | +51.6% |
| YTD | +59.8% | -56.2% | +116.0% | +78.3% |
| 1Y | +71.8% | -51.7% | +123.5% | +88.2% |
| 3Y | +119.0% | -8.2% | +127.2% | +94.1% |
| 5Y | -43.8% | -92.8% | +48.9% | -41.2% |
| All | -43.8% | -92.2% | +48.4% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling