-13.0%
ALB vs INCY
+12.6%
-25.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.6% | +3.1% | -6.7% | -3.6% |
| 30D | -2.9% | +12.0% | -14.9% | -2.9% |
| 3M | -25.8% | +0.8% | -26.6% | -25.9% |
| 6M | -53.6% | +22.8% | -76.3% | -53.4% |
| YTD | -32.4% | +23.2% | -55.6% | -32.4% |
| 1Y | -13.0% | +12.4% | -25.5% | -14.5% |
| All | -13.0% | +12.6% | -25.7% | -14.5% |
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 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