+7,712.8%
URI vs INCY
+572.5%
+7,140.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.5% |
| 7D | -4.0% | +1.5% | -5.6% | -4.3% |
| 30D | +6.8% | +8.1% | -1.3% | +5.1% |
| 3M | -2.8% | +1.1% | -3.9% | -3.3% |
| 6M | +20.9% | +23.7% | -2.8% | +15.0% |
| YTD | +40.2% | +23.4% | +16.8% | +33.2% |
| 1Y | +34.1% | +15.0% | +19.1% | +29.0% |
| 3Y | +164.1% | +132.1% | +32.1% | +116.9% |
| 5Y | +199.3% | +83.2% | +116.1% | +156.8% |
| 10Y | +1,218.8% | +17.1% | +1,201.8% | +1,079.9% |
| All | +7,712.8% | +572.5% | +7,140.3% | +2,861.0% |
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 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