+46.4%
UBER vs INCY
+89.7%
-43.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.1% |
| 7D | -5.4% | -4.2% | -1.2% | -4.9% |
| 30D | -4.9% | +0.6% | -5.5% | -5.0% |
| 3M | +3.0% | +12.6% | -9.6% | +1.7% |
| 6M | -4.4% | +28.3% | -32.7% | -6.8% |
| YTD | -12.3% | +23.0% | -35.3% | -14.3% |
| 1Y | -24.3% | +41.0% | -65.3% | -26.8% |
| 3Y | +46.4% | +88.6% | -42.1% | +37.1% |
| All | +46.4% | +89.7% | -43.3% | +37.1% |
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 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