+23.9%
ISRG vs UPST
-93.6%
+117.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.2% |
| 7D | +4.8% | -4.9% | +9.7% | +5.4% |
| 30D | +9.2% | -8.9% | +18.1% | +10.3% |
| 3M | +21.2% | -26.3% | +47.5% | +25.2% |
| 6M | +0.2% | -23.7% | +24.0% | +2.8% |
| YTD | -20.1% | -49.9% | +29.9% | -14.8% |
| 1Y | -17.3% | -42.0% | +24.6% | -13.6% |
| 3Y | +63.3% | -25.3% | +88.6% | +52.9% |
| All | +23.9% | -93.6% | +117.5% | +35.9% |
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