+72.3%
ISRG vs UPST
-26.3%
+98.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.7% | -1.5% |
| 7D | -6.1% | -13.5% | +7.4% | -4.9% |
| 30D | +4.2% | -19.6% | +23.9% | +6.1% |
| 3M | +9.6% | -34.2% | +43.8% | +13.5% |
| 6M | +1.9% | -31.2% | +33.1% | +4.8% |
| YTD | -22.3% | -56.2% | +33.9% | -17.6% |
| 1Y | -23.2% | -51.7% | +28.5% | -19.3% |
| 3Y | +58.5% | -8.2% | +66.8% | +51.1% |
| 5Y | +23.9% | -92.8% | +116.7% | +20.5% |
| All | +72.3% | -26.3% | +98.6% | +63.7% |
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