+56.1%
B vs INCY
+45.9%
+10.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | +9.5% | +3.7% | +5.8% | +9.0% |
| 3M | +14.3% | +22.1% | -7.7% | +10.5% |
| 6M | -1.9% | +29.8% | -31.7% | -6.6% |
| YTD | +4.1% | +27.6% | -23.5% | -1.6% |
| 1Y | +56.1% | +47.2% | +8.9% | +51.1% |
| All | +56.1% | +45.9% | +10.3% | +51.1% |
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 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