+328.2%
USFD vs INCY
+44.8%
+283.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +11.1% | +5.5% | +5.6% | +10.0% |
| 3M | -0.3% | +1.1% | -1.4% | -0.6% |
| 6M | +15.9% | +19.8% | -3.9% | +11.6% |
| YTD | +41.6% | +21.1% | +20.5% | +35.7% |
| 1Y | +49.4% | +13.7% | +35.7% | +44.8% |
| 3Y | +157.8% | +119.3% | +38.6% | +117.3% |
| 5Y | +176.6% | +76.3% | +100.3% | +142.7% |
| 10Y | +375.4% | +36.6% | +338.7% | +308.0% |
| All | +328.2% | +44.8% | +283.4% | +260.9% |
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