+109.8%
INCY vs UMAC
+473.8%
-363.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -4.2% | -3.4% | -0.8% | -4.2% |
| 30D | +0.6% | -15.1% | +15.7% | +0.6% |
| 3M | +12.6% | -10.8% | +23.4% | +12.6% |
| 6M | +28.3% | +15.7% | +12.6% | +27.4% |
| YTD | +23.0% | +80.1% | -57.2% | +21.5% |
| 1Y | +41.0% | +116.7% | -75.7% | +38.7% |
| All | +109.8% | +473.8% | -363.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling