+128.2%
UAL vs INCY
+95.0%
+33.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | -16.5% | +3.2% | -19.6% | -17.5% |
| 3M | +2.8% | +23.6% | -20.8% | -5.9% |
| 6M | +17.6% | +29.7% | -12.1% | +5.6% |
| YTD | -3.2% | +25.9% | -29.2% | -12.4% |
| 1Y | +0.4% | +43.7% | -43.3% | -13.8% |
| 3Y | +128.2% | +94.4% | +33.7% | +66.4% |
| All | +128.2% | +95.0% | +33.2% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling