+143.7%
AR vs INCY
+69.9%
+73.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | +5.5% | +3.7% | +1.9% | +4.7% |
| 3M | +12.9% | +22.1% | -9.2% | +8.1% |
| 6M | +0.1% | +29.8% | -29.7% | -5.7% |
| YTD | +13.5% | +27.6% | -14.1% | +6.9% |
| 1Y | +21.6% | +47.2% | -25.6% | +10.4% |
| 3Y | +46.0% | +97.0% | -51.0% | +19.1% |
| 5Y | +143.7% | +73.4% | +70.4% | +99.2% |
| All | +143.7% | +69.9% | +73.9% | +99.2% |
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 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