+49.7%
INCY vs UTHR
+313.7%
-264.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.1% |
| 7D | -4.2% | +1.9% | -6.1% | -4.7% |
| 30D | +0.6% | -2.9% | +3.4% | +1.4% |
| 3M | +12.6% | -8.9% | +21.5% | +15.7% |
| 6M | +28.3% | -8.7% | +37.1% | +31.3% |
| YTD | +23.0% | +2.0% | +21.0% | +20.9% |
| 1Y | +41.0% | +22.8% | +18.2% | +30.5% |
| 3Y | +88.6% | +120.6% | -32.0% | +37.7% |
| 5Y | +70.8% | +136.4% | -65.6% | +18.5% |
| All | +49.7% | +313.7% | -264.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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