+26.5%
ISRG vs UPST
-93.3%
+119.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +5.4% | +4.4% | +1.0% | +4.9% |
| 30D | +8.6% | -7.7% | +16.3% | +9.5% |
| 3M | +21.6% | -28.4% | +50.0% | +26.1% |
| 6M | +2.3% | -23.2% | +25.5% | +4.9% |
| YTD | -18.7% | -49.1% | +30.4% | -13.5% |
| 1Y | -17.8% | -42.4% | +24.6% | -14.0% |
| 3Y | +69.1% | +5.4% | +63.7% | +53.0% |
| 5Y | +26.5% | -92.9% | +119.4% | +37.1% |
| All | +26.5% | -93.3% | +119.8% | +37.1% |
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