+49.7%
INCY vs UUUU
+465.5%
-415.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.1% |
| 7D | -4.2% | -10.5% | +6.3% | -3.5% |
| 30D | +0.6% | -10.5% | +11.1% | +1.2% |
| 3M | +12.6% | -14.1% | +26.8% | +13.4% |
| 6M | +28.3% | -35.5% | +63.8% | +30.7% |
| YTD | +23.0% | -10.9% | +33.9% | +21.3% |
| 1Y | +41.0% | +3.4% | +37.6% | +35.5% |
| 3Y | +88.6% | +73.1% | +15.5% | +67.8% |
| 5Y | +70.8% | +87.1% | -16.3% | +44.9% |
| All | +49.7% | +465.5% | -415.8% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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