+84.9%
USB vs INCY
+14.6%
+70.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | +6.4% | +6.7% | -0.2% | +5.0% |
| 3M | -4.5% | -1.0% | -3.4% | -4.5% |
| 6M | +11.4% | +22.1% | -10.7% | +6.4% |
| YTD | +17.1% | +21.8% | -4.7% | +11.5% |
| 1Y | +32.6% | +13.5% | +19.1% | +27.9% |
| 3Y | +101.8% | +129.4% | -27.6% | +65.6% |
| 5Y | +25.1% | +84.0% | -58.8% | +7.2% |
| 10Y | +84.9% | +14.9% | +70.0% | +57.0% |
| All | +84.9% | +14.6% | +70.3% | +57.0% |
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 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