+365.7%
ALAB vs INCY
+114.4%
+251.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.1% | -6.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -13.6% | +3.2% | -16.7% | -14.2% |
| 3M | -16.6% | +23.6% | -40.2% | -22.1% |
| 6M | +142.3% | +29.7% | +112.7% | +122.4% |
| YTD | +73.6% | +25.9% | +47.7% | +61.1% |
| 1Y | +33.7% | +43.7% | -10.1% | +19.8% |
| All | +365.7% | +114.4% | +251.3% | +341.1% |
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