+1,095.1%
UPRO vs INCY
+15.3%
+1,079.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +7.4% | +1.1% | +6.3% | +6.8% |
| 30D | -7.9% | +8.4% | -16.3% | -12.1% |
| 3M | -12.0% | +0.4% | -12.4% | -12.7% |
| 6M | -2.0% | +22.4% | -24.4% | -15.4% |
| YTD | +20.4% | +22.5% | -2.1% | +3.2% |
| 1Y | +24.5% | +14.8% | +9.7% | +10.7% |
| 3Y | +224.4% | +127.7% | +96.6% | +75.4% |
| 5Y | +97.6% | +84.4% | +13.2% | +25.5% |
| All | +1,095.1% | +15.3% | +1,079.7% | +758.9% |
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