+20.7%
URI vs INCY
+23.1%
-2.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.8% |
| 7D | -4.0% | +1.5% | -5.6% | -3.9% |
| 30D | +6.8% | +8.1% | -1.3% | +7.1% |
| 3M | -2.8% | +1.1% | -3.9% | -2.6% |
| All | +20.7% | +23.1% | -2.4% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling