+1,186.2%
URI vs INCY
+56.5%
+1,129.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.2% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | -13.4% | +1.8% | -15.2% | -13.9% |
| 3M | -6.2% | +17.0% | -23.2% | -11.1% |
| 6M | +28.0% | +28.4% | -0.4% | +17.8% |
| YTD | +23.0% | +24.8% | -1.9% | +13.8% |
| 1Y | +5.5% | +42.9% | -37.4% | -6.7% |
| 3Y | +119.2% | +92.7% | +26.5% | +71.6% |
| 5Y | +201.0% | +73.3% | +127.7% | +141.1% |
| All | +1,186.2% | +56.5% | +1,129.7% | +782.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling