+73.3%
INCY vs SPXU
-85.5%
+158.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -1.8% |
| 7D | -3.7% | +6.4% | -10.0% | -2.6% |
| 30D | +1.8% | +5.9% | -4.1% | +2.9% |
| 3M | +17.0% | -11.7% | +28.6% | +14.6% |
| 6M | +28.4% | -28.7% | +57.1% | +21.5% |
| YTD | +24.8% | -26.4% | +51.2% | +19.2% |
| 1Y | +42.9% | -35.2% | +78.2% | +34.0% |
| 3Y | +92.7% | -79.8% | +172.5% | +54.6% |
| 5Y | +73.3% | -86.1% | +159.4% | +39.2% |
| All | +73.3% | -85.5% | +158.9% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling