+7,551.9%
URI vs INCY
+563.7%
+6,988.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -6.0% | +2.3% | -8.3% | -6.4% |
| 30D | +4.6% | +6.7% | -2.1% | +3.2% |
| 3M | -2.7% | -1.0% | -1.7% | -2.7% |
| 6M | +18.4% | +22.1% | -3.7% | +13.0% |
| YTD | +37.4% | +21.8% | +15.6% | +30.8% |
| 1Y | +30.4% | +13.5% | +16.8% | +25.8% |
| 3Y | +147.9% | +129.4% | +18.5% | +104.1% |
| 5Y | +202.1% | +84.0% | +118.1% | +158.9% |
| 10Y | +1,182.4% | +14.9% | +1,167.5% | +1,051.6% |
| All | +7,551.9% | +563.7% | +6,988.2% | +2,807.7% |
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