+89.2%
USB vs INCY
+27.4%
+61.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +2.2% |
| 7D | +0.8% | +1.5% | -0.8% | +0.4% |
| 30D | +6.8% | +8.1% | -1.3% | +5.1% |
| 3M | -3.8% | +1.1% | -4.9% | -4.2% |
| 6M | +11.7% | +23.7% | -11.9% | +6.4% |
| YTD | +17.5% | +23.4% | -5.9% | +11.6% |
| 1Y | +33.8% | +15.0% | +18.7% | +28.7% |
| 3Y | +104.2% | +132.1% | -27.9% | +67.2% |
| 5Y | +26.4% | +83.2% | -56.8% | +8.3% |
| 10Y | +89.2% | +17.1% | +72.1% | +60.2% |
| All | +89.2% | +27.4% | +61.8% | +60.2% |
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 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