+101.0%
AR vs INCY
+86.9%
+14.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.4% | +3.1% | +3.3% | +5.8% |
| 30D | +3.1% | +12.0% | -8.9% | +0.9% |
| 3M | +3.3% | +0.8% | +2.5% | +2.8% |
| 6M | +6.6% | +22.8% | -16.2% | +1.3% |
| YTD | +12.3% | +23.2% | -10.9% | +6.0% |
| 1Y | +12.3% | +12.4% | -0.1% | +8.4% |
| 3Y | +50.4% | +132.1% | -81.6% | +11.3% |
| 5Y | +101.0% | +85.5% | +15.5% | +52.1% |
| All | +101.0% | +86.9% | +14.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling