+104.2%
UAL vs INCY
+56.1%
+48.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.6% |
| 30D | -13.4% | +3.7% | -17.1% | -14.3% |
| 3M | -2.3% | +22.1% | -24.4% | -7.5% |
| 6M | +13.3% | +29.8% | -16.4% | +5.6% |
| YTD | -4.2% | +27.6% | -31.8% | -10.5% |
| 1Y | +1.4% | +47.2% | -45.8% | -8.7% |
| 3Y | +125.8% | +97.0% | +28.8% | +87.1% |
| 5Y | +130.0% | +73.4% | +56.6% | +94.6% |
| 10Y | +104.2% | +59.2% | +45.0% | +58.1% |
| All | +104.2% | +56.1% | +48.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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