+47.2%
INCY vs UPST
-62.0%
+109.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.5% |
| 7D | -2.2% | -8.1% | +5.9% | -1.8% |
| 30D | +3.7% | -14.3% | +18.0% | +4.3% |
| 3M | +22.1% | -16.6% | +38.7% | +22.9% |
| 6M | +29.8% | -7.3% | +37.0% | +29.2% |
| YTD | +27.6% | -40.8% | +68.4% | +29.5% |
| 1Y | +47.2% | -62.4% | +109.6% | +52.3% |
| All | +47.2% | -62.0% | +109.3% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling