+227.0%
UPS vs INCY
+1,175.5%
-948.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | -3.5% | +5.8% | -9.3% | -4.0% |
| 3M | -5.7% | +25.2% | -30.9% | -7.9% |
| 6M | -4.4% | +28.2% | -32.6% | -6.9% |
| YTD | +8.0% | +28.3% | -20.3% | +5.1% |
| 1Y | +29.0% | +48.3% | -19.3% | +23.6% |
| 3Y | -27.7% | +95.9% | -123.6% | -33.2% |
| 5Y | -34.3% | +66.6% | -100.9% | -38.6% |
| 10Y | +37.8% | +54.5% | -16.7% | +26.5% |
| All | +227.0% | +1,175.5% | -948.5% | +70.4% |
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