+59.2%
ALB vs INCY
+41.2%
+18.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -2.0% | -3.5% |
| 7D | -6.6% | -4.2% | -2.5% | -6.8% |
| 30D | -8.1% | +0.6% | -8.7% | -8.0% |
| 3M | -25.7% | +12.6% | -38.3% | -25.2% |
| 6M | -29.5% | +28.3% | -57.8% | -29.0% |
| YTD | -16.2% | +23.0% | -39.2% | -15.3% |
| 1Y | +59.2% | +41.0% | +18.3% | +60.7% |
| All | +59.2% | +41.2% | +18.0% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling