+358.0%
ALL vs INCY
+56.5%
+301.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -4.3% | -3.7% | -0.6% | -3.8% |
| 30D | -3.6% | +1.8% | -5.4% | -3.9% |
| 3M | +13.2% | +17.0% | -3.8% | +10.5% |
| 6M | +22.5% | +28.4% | -5.9% | +17.8% |
| YTD | +22.7% | +24.8% | -2.1% | +18.2% |
| 1Y | +28.3% | +42.9% | -14.6% | +20.7% |
| 3Y | +152.0% | +92.7% | +59.4% | +123.1% |
| 5Y | +115.4% | +73.3% | +42.1% | +92.5% |
| All | +358.0% | +56.5% | +301.5% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling