+686.3%
INCY vs URA
-31.1%
+717.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +5.8% | +7.4% | -1.6% | +4.1% |
| 3M | +25.2% | -8.4% | +33.6% | +26.5% |
| 6M | +28.2% | -12.7% | +40.9% | +29.9% |
| YTD | +28.3% | +7.8% | +20.5% | +23.0% |
| 1Y | +48.3% | +19.5% | +28.9% | +36.8% |
| 3Y | +95.9% | +116.4% | -20.5% | +49.1% |
| 5Y | +66.6% | +134.3% | -67.7% | +16.9% |
| 10Y | +54.5% | +359.3% | -304.7% | -20.1% |
| All | +686.3% | -31.1% | +717.4% | +571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling