+19.4%
INCY vs URA
-32.2%
+51.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.5% | +4.5% |
| 7D | +5.1% | -10.5% | +15.7% | +5.6% |
| 30D | +7.6% | -18.6% | +26.3% | +8.6% |
| 3M | +1.9% | -23.0% | +24.9% | +3.2% |
| 6M | +26.5% | -40.3% | +66.8% | +30.8% |
| YTD | +24.4% | -23.5% | +47.9% | +21.8% |
| 1Y | +19.4% | -31.1% | +50.5% | +17.5% |
| All | +19.4% | -32.2% | +51.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling