-24.2%
AR vs INCY
+257.0%
-281.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.5% | +1.9% | +0.6% | +2.1% |
| 30D | +14.8% | +5.8% | +9.0% | +13.3% |
| 3M | +6.2% | +25.2% | -19.0% | +0.7% |
| 6M | +4.3% | +28.2% | -23.9% | -2.0% |
| YTD | +14.4% | +28.3% | -14.0% | +7.1% |
| 1Y | +21.3% | +48.3% | -27.0% | +9.7% |
| 3Y | +39.8% | +95.9% | -56.1% | +15.9% |
| 5Y | +142.1% | +66.6% | +75.5% | +106.7% |
| 10Y | +52.0% | +54.5% | -2.5% | +24.7% |
| All | -24.2% | +257.0% | -281.3% | -42.6% |
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