-15.4%
A vs INCY
+69.9%
-85.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -4.4% | -2.2% | -2.2% | -3.8% |
| 30D | -2.7% | +3.7% | -6.3% | -3.7% |
| 3M | +7.0% | +22.1% | -15.0% | +0.5% |
| 6M | +24.6% | +29.8% | -5.2% | +14.5% |
| YTD | +7.0% | +27.6% | -20.6% | -1.5% |
| 1Y | +15.6% | +47.2% | -31.6% | +1.3% |
| 3Y | +29.9% | +97.0% | -67.0% | +1.1% |
| 5Y | -15.4% | +73.4% | -88.7% | -31.9% |
| All | -15.4% | +69.9% | -85.2% | -31.9% |
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 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