+22.0%
USB vs INCY
+75.2%
-53.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +5.8% | +5.5% | +0.4% | +4.3% |
| 3M | -6.0% | +1.1% | -7.0% | -6.5% |
| 6M | +7.8% | +19.8% | -12.1% | +2.0% |
| YTD | +14.6% | +21.1% | -6.5% | +7.5% |
| 1Y | +31.8% | +13.7% | +18.0% | +25.5% |
| 3Y | +91.5% | +119.3% | -27.7% | +43.0% |
| All | +22.0% | +75.2% | -53.2% | +0.4% |
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