+135.9%
UPRO vs INCY
+69.9%
+66.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.2% |
| 30D | -5.0% | +3.7% | -8.7% | -6.9% |
| 3M | +7.5% | +22.1% | -14.6% | -4.5% |
| 6M | +33.2% | +29.8% | +3.5% | +14.0% |
| YTD | +27.7% | +27.6% | +0.1% | +9.6% |
| 1Y | +43.0% | +47.2% | -4.2% | +12.0% |
| 3Y | +224.4% | +97.0% | +127.5% | +101.5% |
| 5Y | +135.9% | +73.4% | +62.5% | +60.6% |
| All | +135.9% | +69.9% | +66.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling