-36.5%
ILMN vs UPST
+7.9%
-44.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +1.2% | -3.5% | +4.8% | +1.7% |
| 30D | +9.2% | -7.1% | +16.3% | +10.1% |
| 3M | +29.8% | -13.1% | +42.9% | +31.9% |
| 6M | +69.2% | -1.1% | +70.3% | +68.0% |
| YTD | +66.4% | -35.9% | +102.2% | +73.3% |
| 1Y | +123.4% | -57.4% | +180.8% | +143.8% |
| 3Y | +33.2% | -14.9% | +48.0% | +22.4% |
| 5Y | -52.0% | -88.7% | +36.7% | -55.3% |
| All | -36.5% | +7.9% | -44.4% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling