+341.3%
USFD vs INCY
+47.5%
+293.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.7% |
| 7D | +3.9% | +1.5% | +2.4% | +3.7% |
| 30D | +12.8% | +8.1% | +4.8% | +11.2% |
| 3M | +1.0% | +1.1% | -0.1% | +0.6% |
| 6M | +30.3% | +23.7% | +6.6% | +24.7% |
| YTD | +46.0% | +23.4% | +22.6% | +39.4% |
| 1Y | +49.6% | +15.0% | +34.6% | +44.7% |
| 3Y | +166.3% | +132.1% | +34.2% | +122.0% |
| 5Y | +208.4% | +83.2% | +125.2% | +168.7% |
| 10Y | +371.2% | +17.1% | +354.2% | +308.9% |
| All | +341.3% | +47.5% | +293.8% | +270.6% |
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