+2,885.9%
ALB vs INCY
+4,728.6%
-1,842.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.3% |
| 7D | -8.1% | +1.9% | -10.0% | -8.3% |
| 30D | +6.3% | +5.8% | +0.5% | +5.5% |
| 3M | -23.6% | +25.2% | -48.8% | -26.0% |
| 6M | -24.6% | +28.2% | -52.8% | -27.3% |
| YTD | -10.3% | +28.3% | -38.6% | -13.6% |
| 1Y | +61.5% | +48.3% | +13.1% | +52.2% |
| 3Y | -34.0% | +95.9% | -129.9% | -40.3% |
| 5Y | -44.6% | +66.6% | -111.2% | -49.2% |
| 10Y | +76.1% | +54.5% | +21.6% | +58.0% |
| All | +2,885.9% | +4,728.6% | -1,842.7% | +1,284.9% |
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