+69.4%
USAR vs INCY
+104.2%
-34.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | -4.4% | -2.2% | -2.2% | -4.4% |
| 30D | -10.4% | +3.7% | -14.1% | -10.4% |
| 3M | -18.4% | +22.1% | -40.4% | -19.0% |
| 6M | -8.8% | +29.8% | -38.6% | -10.1% |
| YTD | +43.4% | +27.6% | +15.8% | +41.9% |
| 1Y | +21.0% | +47.2% | -26.2% | +19.6% |
| 3Y | +67.7% | +97.0% | -29.2% | +61.7% |
| All | +69.4% | +104.2% | -34.8% | +63.2% |
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