+5.5%
URI vs INCY
+45.3%
-39.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -2.0% | +1.9% | -3.9% | -2.2% |
| 30D | -12.9% | +5.8% | -18.7% | -13.6% |
| 3M | -6.7% | +25.2% | -31.9% | -10.6% |
| 6M | +19.0% | +28.2% | -9.2% | +12.9% |
| YTD | +25.5% | +28.3% | -2.8% | +18.3% |
| 1Y | +5.5% | +48.3% | -42.8% | -3.8% |
| All | +5.5% | +45.3% | -39.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling