-49.8%
USAR vs INCY
+20.6%
-70.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.3% | -6.4% |
| 7D | -21.8% | +5.1% | -26.9% | -22.3% |
| 30D | -39.9% | +7.6% | -47.6% | -40.6% |
| 3M | -52.5% | +1.9% | -54.4% | -52.5% |
| 6M | -67.9% | +26.5% | -94.4% | -69.7% |
| YTD | -31.1% | +24.4% | -55.5% | -35.5% |
| 1Y | -49.8% | +19.4% | -69.2% | -50.8% |
| All | -49.8% | +20.6% | -70.5% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling