+162.4%
ALL vs INCY
+83.5%
+78.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +5.0% | +1.1% | +3.9% | +4.9% |
| 30D | +13.3% | +8.4% | +4.9% | +12.0% |
| 3M | +3.2% | +0.4% | +2.8% | +2.9% |
| 6M | +25.3% | +22.4% | +2.9% | +21.4% |
| YTD | +30.5% | +22.5% | +8.0% | +25.8% |
| 1Y | +29.2% | +14.8% | +14.4% | +25.8% |
| 3Y | +119.1% | +127.7% | -8.6% | +83.2% |
| All | +162.4% | +83.5% | +78.9% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling