+3,435.9%
ALNY vs INCY
+1,643.7%
+1,792.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | -6.4% | -3.7% | -2.7% | -5.0% |
| 30D | +11.9% | +1.8% | +10.1% | +11.2% |
| 3M | -15.0% | +17.0% | -32.0% | -19.9% |
| 6M | -23.2% | +28.4% | -51.6% | -30.4% |
| YTD | -37.8% | +24.8% | -62.6% | -43.2% |
| 1Y | -47.3% | +42.9% | -90.2% | -54.7% |
| 3Y | +22.9% | +92.7% | -69.8% | -8.7% |
| 5Y | +30.6% | +73.3% | -42.8% | +0.1% |
| 10Y | +254.6% | +55.8% | +198.9% | +171.5% |
| All | +3,435.9% | +1,643.7% | +1,792.2% | +876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling