+1,039.2%
INCY vs ITUB
+1,959.7%
-920.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -2.4% |
| 7D | -0.5% | +8.2% | -8.7% | -2.8% |
| 30D | +3.2% | +4.7% | -1.5% | +1.7% |
| 3M | +23.6% | +13.0% | +10.6% | +18.8% |
| 6M | +29.7% | +4.2% | +25.5% | +27.1% |
| YTD | +25.9% | +18.6% | +7.4% | +18.4% |
| 1Y | +43.7% | +31.3% | +12.5% | +30.6% |
| 3Y | +94.4% | +124.9% | -30.4% | +46.7% |
| 5Y | +68.0% | +195.6% | -127.6% | +11.3% |
| 10Y | +52.5% | +196.4% | -143.9% | -14.3% |
| All | +1,039.2% | +1,959.7% | -920.5% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling