-45.1%
ALB vs INCY
+69.9%
-115.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | -8.6% | -2.2% | -6.4% | -8.2% |
| 30D | -4.0% | +3.7% | -7.7% | -4.9% |
| 3M | -17.4% | +22.1% | -39.4% | -21.7% |
| 6M | -25.4% | +29.8% | -55.1% | -30.6% |
| YTD | -10.5% | +27.6% | -38.1% | -16.8% |
| 1Y | +75.8% | +47.2% | +28.6% | +55.7% |
| 3Y | -28.5% | +97.0% | -125.5% | -43.9% |
| 5Y | -45.1% | +73.4% | -118.5% | -57.1% |
| All | -45.1% | +69.9% | -115.0% | -57.1% |
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