+115.0%
UMC vs INCY
+20.6%
+94.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.5% | -2.0% |
| 7D | -14.7% | +5.1% | -19.8% | -14.6% |
| 30D | -32.9% | +7.6% | -40.5% | -32.8% |
| 3M | -22.2% | +1.9% | -24.0% | -21.9% |
| 6M | +25.9% | +26.5% | -0.6% | +18.5% |
| YTD | +107.9% | +24.4% | +83.5% | +98.7% |
| 1Y | +115.0% | +19.4% | +95.7% | +107.2% |
| All | +115.0% | +20.6% | +94.4% | +107.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling