+3.8%
ISRG vs UPST
-31.6%
+35.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.6% |
| 7D | +4.4% | -10.9% | +15.3% | +6.5% |
| 30D | +15.8% | -7.2% | +23.0% | +17.0% |
| 3M | +24.9% | -26.7% | +51.6% | +31.1% |
| 6M | +3.8% | -29.0% | +32.8% | +8.1% |
| All | +3.8% | -31.6% | +35.4% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling