+94.4%
INCY vs URA
+121.0%
-26.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.0% |
| 7D | -0.5% | +8.1% | -8.6% | -0.8% |
| 30D | +3.2% | +5.8% | -2.6% | +2.9% |
| 3M | +23.6% | +3.4% | +20.2% | +23.4% |
| 6M | +29.7% | -2.6% | +32.3% | +29.4% |
| YTD | +25.9% | +11.2% | +14.8% | +24.8% |
| 1Y | +43.7% | +19.8% | +23.9% | +40.7% |
| 3Y | +94.4% | +121.5% | -27.0% | +79.5% |
| All | +94.4% | +121.0% | -26.6% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling