+13,342.5%
UPRO vs INCY
+3,650.0%
+9,692.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.9% |
| 30D | -0.9% | +5.8% | -6.7% | -3.8% |
| 3M | +1.9% | +25.2% | -23.3% | -10.2% |
| 6M | +33.1% | +28.2% | +4.9% | +15.7% |
| YTD | +31.8% | +28.3% | +3.5% | +13.9% |
| 1Y | +48.3% | +48.3% | -0.1% | +18.3% |
| 3Y | +221.5% | +95.9% | +125.5% | +114.8% |
| 5Y | +136.7% | +66.6% | +70.2% | +73.2% |
| 10Y | +1,179.2% | +54.5% | +1,124.6% | +828.0% |
| All | +13,342.5% | +3,650.0% | +9,692.5% | +1,985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling