+46.1%
INCY vs UPST
-0.4%
+46.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.4% |
| 7D | -2.2% | -8.1% | +5.9% | -1.9% |
| 30D | +3.7% | -14.3% | +18.0% | +4.2% |
| 3M | +22.1% | -16.6% | +38.7% | +22.7% |
| 6M | +29.8% | -7.3% | +37.0% | +29.7% |
| YTD | +27.6% | -40.8% | +68.4% | +29.3% |
| 1Y | +47.2% | -62.4% | +109.6% | +51.2% |
| 3Y | +97.0% | -15.3% | +112.3% | +92.7% |
| 5Y | +73.4% | -91.1% | +164.4% | +72.0% |
| All | +46.1% | -0.4% | +46.6% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling