+236.1%
ALNY vs INCY
+54.2%
+181.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.2% |
| 7D | -6.5% | -4.2% | -2.4% | -4.7% |
| 30D | +11.0% | +0.6% | +10.5% | +10.9% |
| 3M | -14.1% | +12.6% | -26.7% | -18.5% |
| 6M | -22.4% | +28.3% | -50.7% | -31.0% |
| YTD | -37.5% | +23.0% | -60.4% | -43.6% |
| 1Y | -46.9% | +41.0% | -87.9% | -55.7% |
| 3Y | +22.1% | +88.6% | -66.5% | -15.5% |
| 5Y | +31.2% | +70.8% | -39.6% | -6.0% |
| All | +236.1% | +54.2% | +181.9% | +62.6% |
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 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