-12.1%
UPST vs BIIB
-15.4%
+3.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -8.1% | -5.4% | -2.7% | -6.2% |
| 30D | -14.3% | +1.7% | -16.0% | -14.7% |
| 3M | -16.6% | +5.8% | -22.5% | -18.9% |
| 6M | -7.3% | +11.9% | -19.2% | -12.9% |
| YTD | -40.8% | +19.7% | -60.5% | -46.5% |
| 1Y | -62.4% | +46.7% | -109.2% | -69.1% |
| 3Y | -15.3% | -18.6% | +3.3% | -9.9% |
| 5Y | -91.1% | -29.8% | -61.3% | -90.5% |
| All | -12.1% | -15.4% | +3.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling