+83.6%
USB vs INCY
+17.7%
+65.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +5.7% | +9.8% | -4.1% | +3.7% |
| 3M | -4.7% | +1.0% | -5.7% | -5.1% |
| 6M | +13.4% | +21.9% | -8.5% | +8.4% |
| YTD | +17.0% | +23.8% | -6.8% | +11.0% |
| 1Y | +32.4% | +13.0% | +19.3% | +27.8% |
| 3Y | +101.7% | +133.2% | -31.5% | +64.9% |
| 5Y | +24.4% | +87.8% | -63.4% | +6.2% |
| 10Y | +83.6% | +17.0% | +66.6% | +55.3% |
| All | +83.6% | +17.7% | +65.9% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling