+195.5%
USFD vs INCY
+69.9%
+125.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.8% |
| 7D | -7.0% | -2.2% | -4.8% | -6.5% |
| 30D | -10.3% | +3.7% | -14.0% | -11.2% |
| 3M | +9.2% | +22.1% | -12.9% | +3.6% |
| 6M | +7.4% | +29.8% | -22.4% | +0.2% |
| YTD | +29.4% | +27.6% | +1.8% | +20.8% |
| 1Y | +24.8% | +47.2% | -22.4% | +12.3% |
| 3Y | +150.0% | +97.0% | +53.0% | +103.5% |
| 5Y | +195.5% | +73.4% | +122.1% | +147.7% |
| All | +195.5% | +69.9% | +125.6% | +147.7% |
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