+125.6%
ULTA vs INCY
+54.2%
+71.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.4% |
| 7D | -3.1% | -4.2% | +1.1% | -2.1% |
| 30D | +2.8% | +0.6% | +2.2% | +2.6% |
| 3M | +14.8% | +12.6% | +2.1% | +11.4% |
| 6M | -16.2% | +28.3% | -44.5% | -21.2% |
| YTD | -9.6% | +23.0% | -32.6% | -14.4% |
| 1Y | +4.8% | +41.0% | -36.2% | -4.1% |
| 3Y | +30.7% | +88.6% | -57.9% | +10.0% |
| 5Y | +45.9% | +70.8% | -24.9% | +24.4% |
| All | +125.6% | +54.2% | +71.4% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling