-46.9%
ALNY vs INCY
+41.2%
-88.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.0% |
| 7D | -6.5% | -4.2% | -2.4% | -5.2% |
| 30D | +11.0% | +0.6% | +10.5% | +11.1% |
| 3M | -14.1% | +12.6% | -26.7% | -15.4% |
| 6M | -22.4% | +28.3% | -50.7% | -25.6% |
| YTD | -37.5% | +23.0% | -60.4% | -39.3% |
| 1Y | -46.9% | +41.0% | -87.9% | -46.7% |
| All | -46.9% | +41.2% | -88.2% | -46.7% |
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