-90.2%
UPST vs BIIB
-35.6%
-54.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.2% |
| 7D | -1.5% | -1.6% | +0.1% | -0.7% |
| 30D | -13.2% | +2.2% | -15.4% | -13.9% |
| 3M | -13.0% | +10.3% | -23.3% | -17.4% |
| 6M | -2.9% | +14.9% | -17.8% | -11.1% |
| YTD | -38.3% | +20.7% | -59.0% | -45.6% |
| 1Y | -60.5% | +50.3% | -110.8% | -69.3% |
| 3Y | -11.7% | -18.0% | +6.2% | -3.5% |
| 5Y | -90.2% | -33.9% | -56.3% | -89.5% |
| All | -90.2% | -35.6% | -54.5% | -89.5% |
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