+5.1%
INCY vs USHY
+49.7%
-44.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | -0.7% | -3.5% | -3.4% |
| 30D | +0.6% | -0.7% | +1.3% | +1.4% |
| 3M | +12.6% | +0.1% | +12.6% | +12.6% |
| 6M | +28.3% | +1.8% | +26.5% | +25.8% |
| YTD | +23.0% | +1.8% | +21.2% | +20.6% |
| 1Y | +41.0% | +3.3% | +37.7% | +36.0% |
| 3Y | +88.6% | +27.0% | +61.6% | +44.7% |
| 5Y | +70.8% | +21.0% | +49.8% | +39.5% |
| All | +5.1% | +49.7% | -44.6% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling