+10,708.7%
UNH vs INCY
+6,620.5%
+4,088.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -3.8% | +3.7% | -7.5% | -4.2% |
| 3M | -4.3% | +22.1% | -26.4% | -6.4% |
| 6M | +38.6% | +29.8% | +8.8% | +34.5% |
| YTD | +20.7% | +27.6% | -6.9% | +17.2% |
| 1Y | +16.0% | +47.2% | -31.2% | +10.7% |
| 3Y | -13.5% | +97.0% | -110.4% | -20.9% |
| 5Y | +3.5% | +73.4% | -69.8% | -4.5% |
| 10Y | +245.3% | +59.2% | +186.1% | +214.2% |
| All | +10,708.7% | +6,620.5% | +4,088.2% | +5,046.5% |
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