-27.2%
ALB vs INCY
+94.3%
-121.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.0% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -1.2% | +3.2% | -4.4% | -1.9% |
| 3M | -13.3% | +23.6% | -36.9% | -17.9% |
| 6M | -19.8% | +29.7% | -49.4% | -25.2% |
| YTD | -7.9% | +25.9% | -33.9% | -13.9% |
| 1Y | +60.2% | +43.7% | +16.4% | +42.5% |
| All | -27.2% | +94.3% | -121.5% | -49.6% |
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