+49.7%
INCY vs SPXU
-99.6%
+149.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -2.0% |
| 7D | -4.2% | +2.5% | -6.6% | -3.6% |
| 30D | +0.6% | +4.2% | -3.6% | +1.6% |
| 3M | +12.6% | -9.3% | +21.9% | +10.3% |
| 6M | +28.3% | -30.7% | +59.0% | +18.6% |
| YTD | +23.0% | -28.1% | +51.1% | +15.2% |
| 1Y | +41.0% | -35.2% | +76.2% | +29.4% |
| 3Y | +88.6% | -79.9% | +168.5% | +38.6% |
| 5Y | +70.8% | -86.4% | +157.2% | +25.6% |
| All | +49.7% | -99.6% | +149.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling