+210.4%
URI vs INCY
+67.2%
+143.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -12.5% | +3.2% | -15.7% | -13.3% |
| 3M | -6.2% | +23.6% | -29.8% | -11.5% |
| 6M | +25.9% | +29.7% | -3.8% | +17.0% |
| YTD | +26.2% | +25.9% | +0.2% | +17.8% |
| 1Y | +5.5% | +43.7% | -38.2% | -5.2% |
| 3Y | +125.0% | +94.4% | +30.5% | +81.2% |
| 5Y | +210.4% | +68.0% | +142.4% | +153.0% |
| All | +210.4% | +67.2% | +143.3% | +153.0% |
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