+106.7%
UPRO vs INCY
+86.4%
+20.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.1% |
| 7D | -3.8% | -0.5% | -3.3% | -3.3% |
| 30D | -8.9% | +9.8% | -18.6% | -13.1% |
| 3M | -7.4% | +1.0% | -8.4% | -8.3% |
| 6M | +1.6% | +21.9% | -20.3% | -10.9% |
| YTD | +23.2% | +23.8% | -0.6% | +6.3% |
| 1Y | +21.2% | +13.0% | +8.2% | +10.1% |
| 3Y | +230.8% | +133.2% | +97.6% | +66.7% |
| 5Y | +106.7% | +87.8% | +18.9% | +36.6% |
| All | +106.7% | +86.4% | +20.3% | +36.6% |
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