+4,647.5%
USB vs INCY
+6,660.0%
-2,012.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | -1.3% | +5.8% | -7.1% | -2.0% |
| 3M | +15.2% | +25.2% | -10.0% | +12.2% |
| 6M | +18.8% | +28.2% | -9.4% | +15.2% |
| YTD | +21.0% | +28.3% | -7.3% | +17.2% |
| 1Y | +34.0% | +48.3% | -14.3% | +27.5% |
| 3Y | +95.3% | +95.9% | -0.6% | +78.8% |
| 5Y | +40.4% | +66.6% | -26.2% | +30.3% |
| 10Y | +107.3% | +54.5% | +52.8% | +88.2% |
| All | +4,647.5% | +6,660.0% | -2,012.5% | +2,448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling