+41.4%
INCY vs UPST
-14.4%
+55.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.8% |
| 7D | +1.5% | +4.4% | -2.9% | +1.4% |
| 30D | +8.1% | -7.7% | +15.7% | +8.3% |
| 3M | +1.1% | -28.4% | +29.5% | +2.2% |
| 6M | +23.7% | -23.2% | +46.8% | +24.5% |
| YTD | +23.4% | -49.1% | +72.5% | +25.6% |
| 1Y | +15.0% | -42.4% | +57.4% | +16.5% |
| 3Y | +132.1% | +5.4% | +126.7% | +126.4% |
| 5Y | +83.2% | -92.9% | +176.1% | +83.0% |
| All | +41.4% | -14.4% | +55.8% | +32.9% |
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