-41.3%
ALNY vs INCY
+45.3%
-86.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +12.2% | +1.9% | +10.3% | +11.6% |
| 30D | +16.3% | +5.8% | +10.5% | +14.6% |
| 3M | -12.4% | +25.2% | -37.6% | -15.7% |
| 6M | -18.7% | +28.2% | -46.9% | -22.7% |
| YTD | -33.1% | +28.3% | -61.4% | -35.7% |
| 1Y | -41.3% | +48.3% | -89.7% | -40.6% |
| All | -41.3% | +45.3% | -86.6% | -40.6% |
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 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