+1,802.5%
INCY vs UUUU
-92.5%
+1,894.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.2% | -1.8% |
| 7D | -3.7% | -5.0% | +1.3% | -3.4% |
| 30D | +1.8% | -7.8% | +9.6% | +2.3% |
| 3M | +17.0% | -0.4% | +17.4% | +16.5% |
| 6M | +28.4% | -32.9% | +61.3% | +30.4% |
| YTD | +24.8% | -6.3% | +31.1% | +23.0% |
| 1Y | +42.9% | +7.9% | +35.0% | +37.9% |
| 3Y | +92.7% | +85.2% | +7.5% | +73.8% |
| 5Y | +73.3% | +97.0% | -23.6% | +50.9% |
| 10Y | +55.8% | +492.6% | -436.8% | +15.7% |
| All | +1,802.5% | -92.5% | +1,894.9% | +1,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling