+400.4%
ALAB vs INCY
+118.4%
+282.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.9% |
| 7D | +7.2% | +1.9% | +5.3% | +6.8% |
| 30D | -2.5% | +5.8% | -8.3% | -3.8% |
| 3M | -13.3% | +25.2% | -38.5% | -19.3% |
| 6M | +172.8% | +28.2% | +144.6% | +151.6% |
| YTD | +86.6% | +28.3% | +58.3% | +72.5% |
| 1Y | +65.2% | +48.3% | +16.8% | +47.0% |
| All | +400.4% | +118.4% | +282.0% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling