+228.4%
UNH vs INCY
+54.2%
+174.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -4.5% | -4.2% | -0.4% | -3.8% |
| 30D | -6.5% | +0.6% | -7.1% | -6.7% |
| 3M | -6.0% | +12.6% | -18.6% | -8.3% |
| 6M | +33.7% | +28.3% | +5.3% | +26.9% |
| YTD | +16.4% | +23.0% | -6.6% | +11.0% |
| 1Y | +10.1% | +41.0% | -30.9% | +1.9% |
| 3Y | -16.3% | +88.6% | -104.9% | -28.7% |
| 5Y | +2.1% | +70.8% | -68.7% | -12.2% |
| All | +228.4% | +54.2% | +174.2% | +172.0% |
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 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