+144.1%
UMC vs INCY
+69.3%
+74.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.6% |
| 7D | +9.0% | -4.2% | +13.2% | +9.7% |
| 30D | +17.2% | +0.6% | +16.7% | +17.0% |
| 3M | +11.4% | +12.6% | -1.2% | +8.2% |
| 6M | +137.5% | +28.3% | +109.2% | +124.6% |
| YTD | +193.1% | +23.0% | +170.1% | +179.7% |
| 1Y | +240.3% | +41.0% | +199.3% | +216.2% |
| 3Y | +262.2% | +88.6% | +173.6% | +212.5% |
| All | +144.1% | +69.3% | +74.9% | +117.0% |
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