+247.4%
A vs INCY
+54.2%
+193.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.1% | +3.1% |
| 7D | -2.6% | -4.2% | +1.6% | -1.5% |
| 30D | -0.9% | +0.6% | -1.5% | -1.1% |
| 3M | +13.6% | +12.6% | +1.0% | +9.7% |
| 6M | +27.8% | +28.3% | -0.5% | +18.8% |
| YTD | +8.6% | +23.0% | -14.4% | +1.9% |
| 1Y | +16.9% | +41.0% | -24.1% | +5.3% |
| 3Y | +32.9% | +88.6% | -55.7% | +8.4% |
| 5Y | -14.1% | +70.8% | -84.9% | -28.5% |
| All | +247.4% | +54.2% | +193.2% | +167.8% |
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 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