+68.0%
INCY vs URA
+131.0%
-63.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.1% |
| 7D | -0.5% | +8.1% | -8.6% | -1.2% |
| 30D | +3.2% | +5.8% | -2.6% | +2.6% |
| 3M | +23.6% | +3.4% | +20.2% | +23.0% |
| 6M | +29.7% | -2.6% | +32.3% | +29.2% |
| YTD | +25.9% | +11.2% | +14.8% | +23.4% |
| 1Y | +43.7% | +19.8% | +23.9% | +38.6% |
| 3Y | +94.4% | +121.5% | -27.0% | +69.9% |
| 5Y | +68.0% | +134.5% | -66.5% | +43.9% |
| All | +68.0% | +131.0% | -63.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling