+2,150.3%
ALB vs INCY
+4,536.2%
-2,385.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.6% | +3.1% | -6.7% | -4.0% |
| 30D | -2.9% | +12.0% | -14.9% | -4.3% |
| 3M | -25.8% | +0.8% | -26.6% | -26.0% |
| 6M | -53.6% | +22.8% | -76.3% | -55.0% |
| YTD | -32.4% | +23.2% | -55.6% | -34.6% |
| 1Y | -13.0% | +12.4% | -25.5% | -15.0% |
| 3Y | -15.0% | +132.1% | -147.1% | -24.8% |
| 5Y | -63.5% | +85.5% | -149.0% | -66.9% |
| 10Y | +34.7% | +16.4% | +18.3% | +25.2% |
| All | +2,150.3% | +4,536.2% | -2,385.9% | +948.6% |
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 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