+19.2%
UL vs INCY
+69.5%
-50.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -4.1% | -3.7% | -0.4% | -3.6% |
| 30D | -1.2% | +1.8% | -3.0% | -1.4% |
| 3M | +6.0% | +17.0% | -11.0% | +4.1% |
| 6M | -5.5% | +28.4% | -33.9% | -8.2% |
| YTD | -3.3% | +24.8% | -28.1% | -6.0% |
| 1Y | -9.8% | +42.9% | -52.7% | -13.6% |
| 3Y | +20.1% | +92.7% | -72.5% | +10.0% |
| 5Y | +19.2% | +73.3% | -54.2% | +10.0% |
| All | +19.2% | +69.5% | -50.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling