+41.1%
AR vs INCY
+56.5%
-15.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | +3.5% | +1.8% | +1.7% | +2.9% |
| 3M | +9.9% | +17.0% | -7.1% | +4.9% |
| 6M | +4.5% | +28.4% | -23.9% | -3.2% |
| YTD | +13.7% | +24.8% | -11.1% | +5.6% |
| 1Y | +19.2% | +42.9% | -23.7% | +6.3% |
| 3Y | +46.2% | +92.7% | -46.5% | +15.8% |
| 5Y | +145.9% | +73.3% | +72.5% | +98.9% |
| All | +41.1% | +56.5% | -15.4% | -2.3% |
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