+68.0%
INCY vs UPST
-90.2%
+158.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -1.7% |
| 7D | -0.5% | -1.5% | +1.0% | -0.4% |
| 30D | +3.2% | -13.2% | +16.4% | +3.8% |
| 3M | +23.6% | -13.0% | +36.6% | +24.2% |
| 6M | +29.7% | -2.9% | +32.5% | +29.3% |
| YTD | +25.9% | -38.3% | +64.3% | +27.8% |
| 1Y | +43.7% | -60.5% | +104.2% | +48.2% |
| 3Y | +94.4% | -11.7% | +106.2% | +88.8% |
| 5Y | +68.0% | -90.2% | +158.1% | +74.6% |
| All | +68.0% | -90.2% | +158.2% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling