+16.0%
INCY vs URA
+272.2%
-256.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.1% |
| 7D | +3.1% | +4.5% | -1.3% | +2.5% |
| 30D | +12.0% | -13.4% | +25.5% | +14.2% |
| 3M | +0.8% | -28.4% | +29.2% | +5.3% |
| 6M | +22.8% | -40.5% | +63.2% | +31.1% |
| YTD | +23.2% | -24.3% | +47.5% | +25.5% |
| 1Y | +12.4% | -28.8% | +41.2% | +15.4% |
| 3Y | +132.1% | +37.6% | +94.5% | +104.3% |
| 5Y | +85.5% | +30.7% | +54.8% | +60.4% |
| All | +16.0% | +272.2% | -256.2% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling