+21.3%
AR vs INCY
+45.3%
-23.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.5% | +1.9% | +0.6% | +2.5% |
| 30D | +14.8% | +5.8% | +9.0% | +14.6% |
| 3M | +6.2% | +25.2% | -19.0% | +5.1% |
| 6M | +4.3% | +28.2% | -23.9% | +3.6% |
| YTD | +14.4% | +28.3% | -14.0% | +12.7% |
| 1Y | +21.3% | +48.3% | -27.0% | +15.2% |
| All | +21.3% | +45.3% | -23.9% | +15.2% |
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