+1,186.4%
UPRO vs INCY
+54.2%
+1,132.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.3% |
| 7D | -2.5% | -4.2% | +1.6% | -0.2% |
| 30D | -4.2% | +0.6% | -4.8% | -4.8% |
| 3M | +8.1% | +12.6% | -4.6% | -0.9% |
| 6M | +35.2% | +28.3% | +6.9% | +14.2% |
| YTD | +28.4% | +23.0% | +5.5% | +10.5% |
| 1Y | +39.3% | +41.0% | -1.7% | +9.2% |
| 3Y | +219.9% | +88.6% | +131.3% | +98.3% |
| 5Y | +142.8% | +70.8% | +72.0% | +61.7% |
| All | +1,186.4% | +54.2% | +1,132.2% | +718.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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