-92.9%
UPST vs BIIB
-6.3%
-86.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.5% |
| 7D | +4.4% | +2.4% | +2.1% | +3.4% |
| 30D | -7.7% | +12.9% | -20.6% | -12.5% |
| 3M | -28.4% | +22.6% | -51.0% | -34.6% |
| 6M | -23.2% | +31.7% | -54.9% | -33.3% |
| YTD | -49.1% | +44.8% | -93.9% | -58.8% |
| 1Y | -42.4% | +63.9% | -106.3% | -56.3% |
| 3Y | +5.4% | +13.5% | -8.1% | -2.4% |
| 5Y | -92.9% | -5.6% | -87.3% | -92.8% |
| All | -92.9% | -6.3% | -86.6% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling