+251.3%
UAL vs INCY
+2,247.2%
-1,995.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +0.7% | +1.9% | -1.2% | 0.0% |
| 30D | -16.1% | +5.8% | -21.9% | -17.9% |
| 3M | +6.1% | +25.2% | -19.1% | -2.7% |
| 6M | +10.8% | +28.2% | -17.4% | +0.8% |
| YTD | -0.4% | +28.3% | -28.7% | -9.8% |
| 1Y | +5.0% | +48.3% | -43.3% | -10.1% |
| 3Y | +124.0% | +95.9% | +28.1% | +69.6% |
| 5Y | +141.0% | +66.6% | +74.4% | +90.4% |
| 10Y | +118.0% | +54.5% | +63.5% | +53.2% |
| All | +251.3% | +2,247.2% | -1,995.9% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling