-51.4%
ILMN vs UPST
-88.8%
+37.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +1.2% | -3.5% | +4.8% | +1.8% |
| 30D | +9.2% | -7.1% | +16.3% | +10.4% |
| 3M | +29.8% | -13.1% | +42.9% | +32.3% |
| 6M | +69.2% | -1.1% | +70.3% | +67.7% |
| YTD | +66.4% | -35.9% | +102.2% | +74.8% |
| 1Y | +123.4% | -57.4% | +180.8% | +148.5% |
| 3Y | +33.2% | -14.9% | +48.0% | +18.4% |
| All | -51.4% | -88.8% | +37.4% | -55.8% |
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 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