-4.8%
UPST vs BIIB
-11.3%
+6.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -3.5% | +1.1% | -4.6% | -3.9% |
| 30D | -7.1% | +6.9% | -14.0% | -9.3% |
| 3M | -13.1% | +12.4% | -25.5% | -17.4% |
| 6M | -1.1% | +16.3% | -17.4% | -8.3% |
| YTD | -35.9% | +25.5% | -61.3% | -43.0% |
| 1Y | -57.4% | +57.8% | -115.2% | -65.9% |
| 3Y | -14.9% | -17.3% | +2.5% | -10.0% |
| 5Y | -88.7% | -33.8% | -54.9% | -88.0% |
| All | -4.8% | -11.3% | +6.5% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling