+75.4%
USAR vs INCY
+101.6%
-26.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | -8.6% | +3.2% | -11.8% | -8.6% |
| 3M | -20.5% | +23.6% | -44.1% | -21.2% |
| 6M | +1.2% | +29.7% | -28.5% | -0.2% |
| YTD | +48.4% | +25.9% | +22.5% | +47.0% |
| 1Y | +30.6% | +43.7% | -13.1% | +29.2% |
| 3Y | +73.6% | +94.4% | -20.8% | +67.4% |
| All | +75.4% | +101.6% | -26.2% | +69.0% |
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