+24.5%
USB vs INCY
+86.9%
-62.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.2% | +3.1% | -1.9% | +0.4% |
| 30D | +6.3% | +12.0% | -5.7% | +3.2% |
| 3M | -6.1% | +0.8% | -6.9% | -6.6% |
| 6M | +13.0% | +22.8% | -9.8% | +6.2% |
| YTD | +16.6% | +23.2% | -6.7% | +8.8% |
| 1Y | +31.1% | +12.4% | +18.7% | +25.4% |
| 3Y | +100.9% | +132.1% | -31.2% | +46.9% |
| 5Y | +24.5% | +85.5% | -61.0% | +1.6% |
| All | +24.5% | +86.9% | -62.4% | +1.6% |
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