+275.3%
UMC vs INCY
+232.2%
+43.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.7% |
| 7D | +13.6% | -2.2% | +15.8% | +14.2% |
| 30D | +20.8% | +3.7% | +17.1% | +19.6% |
| 3M | +16.1% | +22.1% | -5.9% | +9.8% |
| 6M | +137.3% | +29.8% | +107.5% | +120.5% |
| YTD | +193.8% | +27.6% | +166.2% | +174.0% |
| 1Y | +236.1% | +47.2% | +188.9% | +201.8% |
| 3Y | +267.1% | +97.0% | +170.2% | +199.6% |
| 5Y | +145.3% | +73.4% | +71.9% | +104.3% |
| 10Y | +1,857.3% | +59.2% | +1,798.1% | +1,452.1% |
| All | +275.3% | +232.2% | +43.2% | +22.3% |
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 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