+658.5%
INCY vs URA
-49.7%
+708.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.3% |
| 7D | -0.5% | +2.9% | -3.3% | -1.1% |
| 30D | +9.8% | -10.8% | +20.6% | +12.2% |
| 3M | +1.0% | -25.5% | +26.5% | +6.9% |
| 6M | +21.9% | -41.2% | +63.1% | +34.5% |
| YTD | +23.8% | -21.3% | +45.1% | +26.2% |
| 1Y | +13.0% | -25.7% | +38.7% | +16.4% |
| 3Y | +133.2% | +43.1% | +90.1% | +94.6% |
| 5Y | +87.8% | +35.6% | +52.2% | +52.8% |
| 10Y | +17.0% | +281.3% | -264.3% | -38.5% |
| All | +658.5% | -49.7% | +708.2% | +589.4% |
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