+25.5%
ISRG vs UPST
-92.5%
+118.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -2.0% | -10.6% | +8.6% | -0.8% |
| 30D | +5.6% | -14.0% | +19.5% | +7.3% |
| 3M | +10.5% | -36.8% | +47.4% | +16.4% |
| 6M | +2.6% | -27.5% | +30.1% | +5.9% |
| YTD | -21.7% | -55.3% | +33.6% | -15.4% |
| 1Y | -21.6% | -47.5% | +26.0% | -17.0% |
| 3Y | +57.0% | -10.4% | +67.5% | +44.7% |
| All | +25.5% | -92.5% | +118.0% | +35.2% |
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