+67.7%
INCY vs ITUB
+186.2%
-118.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -4.2% | +2.2% | -6.4% | -4.5% |
| 30D | +0.6% | +12.6% | -12.0% | -1.0% |
| 3M | +12.6% | +6.4% | +6.2% | +11.5% |
| 6M | +28.3% | +0.6% | +27.7% | +27.7% |
| YTD | +23.0% | +18.8% | +4.1% | +19.7% |
| 1Y | +41.0% | +31.0% | +10.0% | +35.3% |
| 3Y | +88.6% | +118.1% | -29.5% | +68.0% |
| All | +67.7% | +186.2% | -118.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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