+314.7%
A vs INCY
+15.3%
+299.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | 0.0% | +8.4% | -8.4% | -2.3% |
| 3M | +16.7% | +0.4% | +16.3% | +16.4% |
| 6M | +54.8% | +22.4% | +32.4% | +45.7% |
| YTD | +28.8% | +22.5% | +6.3% | +20.7% |
| 1Y | +19.3% | +14.8% | +4.6% | +13.6% |
| 3Y | +65.5% | +127.7% | -62.2% | +27.7% |
| 5Y | +12.1% | +84.4% | -72.3% | -8.4% |
| All | +314.7% | +15.3% | +299.3% | +235.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling