+54.0%
UNP vs INCY
+69.3%
-15.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -1.8% | -4.2% | +2.4% | -1.3% |
| 30D | -2.7% | +0.6% | -3.3% | -2.8% |
| 3M | +6.5% | +12.6% | -6.1% | +4.9% |
| 6M | +14.4% | +28.3% | -13.9% | +10.8% |
| YTD | +24.8% | +23.0% | +1.8% | +21.2% |
| 1Y | +34.4% | +41.0% | -6.5% | +27.8% |
| 3Y | +43.6% | +88.6% | -45.0% | +29.7% |
| All | +54.0% | +69.3% | -15.3% | +39.7% |
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