+2,119.0%
ALB vs INCY
+4,508.4%
-2,389.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.8% | +1.1% | -6.9% | -5.9% |
| 30D | -4.5% | +8.4% | -13.0% | -5.5% |
| 3M | -28.1% | +0.4% | -28.5% | -28.2% |
| 6M | -53.2% | +22.4% | -75.6% | -54.6% |
| YTD | -33.3% | +22.5% | -55.8% | -35.5% |
| 1Y | -17.4% | +14.8% | -32.2% | -19.5% |
| 3Y | -14.1% | +127.7% | -141.9% | -23.9% |
| 5Y | -64.0% | +84.4% | -148.4% | -67.4% |
| 10Y | +32.8% | +15.7% | +17.1% | +23.6% |
| All | +2,119.0% | +4,508.4% | -2,389.4% | +934.8% |
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