+272.3%
ALAB vs INCY
+110.7%
+161.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | -28.8% | +9.8% | -38.6% | -30.0% |
| 3M | -26.0% | +1.0% | -27.0% | -26.1% |
| 6M | +11.4% | +21.9% | -10.5% | +4.3% |
| YTD | +38.8% | +23.8% | +15.0% | +29.5% |
| 1Y | +37.8% | +13.0% | +24.8% | +31.2% |
| All | +272.3% | +110.7% | +161.6% | +254.5% |
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