+4,418.3%
USB vs INCY
+6,193.9%
-1,775.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.7% |
| 7D | -1.5% | +1.0% | -2.5% | -1.6% |
| 30D | +4.3% | +4.7% | -0.4% | +3.7% |
| 3M | -6.1% | -1.5% | -4.6% | -6.0% |
| 6M | +9.4% | +21.1% | -11.7% | +6.7% |
| YTD | +15.2% | +19.5% | -4.3% | +12.4% |
| 1Y | +32.8% | +11.6% | +21.1% | +30.4% |
| 3Y | +91.3% | +115.2% | -23.9% | +73.2% |
| 5Y | +22.7% | +73.9% | -51.2% | +13.5% |
| 10Y | +97.0% | +34.8% | +62.3% | +81.6% |
| All | +4,418.3% | +6,193.9% | -1,775.6% | +2,342.6% |
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 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