+384.5%
ALAB vs INCY
+117.1%
+267.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.8% |
| 7D | +9.6% | -2.2% | +11.8% | +10.1% |
| 30D | -5.3% | +3.7% | -8.9% | -6.0% |
| 3M | -12.0% | +22.1% | -34.1% | -17.4% |
| 6M | +145.7% | +29.8% | +115.9% | +125.8% |
| YTD | +80.7% | +27.6% | +53.1% | +67.2% |
| 1Y | +40.1% | +47.2% | -7.1% | +24.9% |
| All | +384.5% | +117.1% | +267.4% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling