+1,737.4%
ULTA vs INCY
+1,400.1%
+337.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -1.8% | -2.2% | +0.4% | -1.3% |
| 30D | -1.2% | +3.7% | -4.9% | -2.1% |
| 3M | +13.4% | +22.1% | -8.7% | +7.8% |
| 6M | -15.6% | +29.8% | -45.4% | -21.2% |
| YTD | -10.4% | +27.6% | -38.0% | -16.2% |
| 1Y | +5.5% | +47.2% | -41.8% | -4.9% |
| 3Y | +31.0% | +97.0% | -66.0% | +8.2% |
| 5Y | +41.8% | +73.4% | -31.5% | +19.4% |
| 10Y | +127.0% | +59.2% | +67.7% | +80.7% |
| All | +1,737.4% | +1,400.1% | +337.3% | +408.6% |
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