+75.9%
UBER vs INCY
+51.9%
+24.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -2.5% | +3.2% | -5.7% | -3.4% |
| 3M | +4.4% | +23.6% | -19.2% | -1.9% |
| 6M | -2.7% | +29.7% | -32.3% | -9.8% |
| YTD | -10.5% | +25.9% | -36.4% | -16.7% |
| 1Y | -22.5% | +43.7% | -66.2% | -31.0% |
| 3Y | +54.8% | +94.4% | -39.6% | +20.6% |
| 5Y | +82.5% | +68.0% | +14.5% | +47.7% |
| All | +75.9% | +51.9% | +24.1% | +32.1% |
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 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