+280.3%
UAL vs INCY
+2,127.8%
-1,847.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | +12.5% | +2.3% | +10.1% | +11.7% |
| 30D | +12.2% | +6.7% | +5.5% | +9.6% |
| 3M | -2.6% | -1.0% | -1.6% | -2.5% |
| 6M | +21.1% | +22.1% | -1.0% | +11.6% |
| YTD | +7.8% | +21.8% | -14.0% | -0.6% |
| 1Y | +25.4% | +13.5% | +11.9% | +18.3% |
| 3Y | +217.3% | +129.4% | +87.9% | +126.9% |
| 5Y | +132.9% | +84.0% | +48.9% | +78.3% |
| 10Y | +101.1% | +14.9% | +86.2% | +59.7% |
| All | +280.3% | +2,127.8% | -1,847.5% | -50.4% |
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 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