+164.5%
USFD vs INCY
+95.0%
+69.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.6% |
| 7D | -3.3% | -0.5% | -2.9% | -3.3% |
| 30D | -5.3% | +3.2% | -8.5% | -5.9% |
| 3M | +18.8% | +23.6% | -4.8% | +14.0% |
| 6M | +14.3% | +29.7% | -15.4% | +8.6% |
| YTD | +36.9% | +25.9% | +10.9% | +30.5% |
| 1Y | +31.7% | +43.7% | -12.0% | +22.9% |
| 3Y | +164.5% | +94.4% | +70.0% | +121.8% |
| All | +164.5% | +95.0% | +69.5% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling