+221.2%
UPS vs INCY
+1,151.8%
-930.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -2.3% | +3.2% | -5.5% | -2.6% |
| 3M | -5.2% | +23.6% | -28.8% | -7.3% |
| 6M | +1.4% | +29.7% | -28.3% | -1.4% |
| YTD | +6.1% | +25.9% | -19.8% | +3.4% |
| 1Y | +27.0% | +43.7% | -16.7% | +22.0% |
| 3Y | -25.9% | +94.4% | -120.4% | -31.5% |
| 5Y | -34.6% | +68.0% | -102.6% | -38.9% |
| 10Y | +36.2% | +52.5% | -16.4% | +25.2% |
| All | +221.2% | +1,151.8% | -930.6% | +67.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling