+2.0%
ISRG vs UPST
-88.8%
+90.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.6% | -3.5% | +2.0% | -1.2% |
| 30D | -2.3% | -7.1% | +4.9% | -1.5% |
| 3M | -12.4% | -13.1% | +0.6% | -11.3% |
| 6M | -26.8% | -1.1% | -25.7% | -27.3% |
| YTD | -35.3% | -35.9% | +0.6% | -32.8% |
| 1Y | -19.3% | -57.4% | +38.1% | -13.1% |
| 3Y | +18.1% | -14.9% | +33.0% | +8.9% |
| All | +2.0% | -88.8% | +90.8% | -4.6% |
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 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