+28.3%
ALL vs INCY
+43.7%
-15.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | -3.6% | +1.8% | -5.4% | -3.7% |
| 3M | +13.2% | +17.0% | -3.8% | +12.2% |
| 6M | +22.5% | +28.4% | -5.9% | +21.4% |
| YTD | +22.7% | +24.8% | -2.1% | +21.2% |
| 1Y | +28.3% | +42.9% | -14.6% | +25.0% |
| All | +28.3% | +43.7% | -15.4% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling