+19.4%
INCY vs USHY
+1.9%
+17.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +2.9% |
| 7D | +5.1% | -0.2% | +5.3% | +5.5% |
| 30D | +7.6% | +0.7% | +7.0% | +5.8% |
| 3M | +1.9% | -2.2% | +4.1% | +7.5% |
| 6M | +26.5% | -0.9% | +27.3% | +28.6% |
| YTD | +24.4% | +0.2% | +24.2% | +23.6% |
| 1Y | +19.4% | +1.7% | +17.6% | +11.8% |
| All | +19.4% | +1.9% | +17.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling