-62.0%
ALNY vs INCY
+20.6%
-82.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | -1.3% |
| 7D | -30.7% | +5.1% | -35.8% | -32.3% |
| 30D | -26.7% | +7.6% | -34.4% | -29.4% |
| 3M | -26.4% | +1.9% | -28.3% | -26.9% |
| 6M | -45.9% | +26.5% | -72.4% | -49.4% |
| YTD | -59.5% | +24.4% | -83.9% | -62.3% |
| 1Y | -62.0% | +19.4% | -81.3% | -63.9% |
| All | -62.0% | +20.6% | -82.6% | -63.9% |
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 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