+195.3%
B vs INCY
+124.7%
+70.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | +11.3% | +1.5% | +9.8% | +11.1% |
| 30D | +2.9% | +8.1% | -5.1% | +2.1% |
| 3M | -2.9% | +1.1% | -4.0% | -2.9% |
| 6M | -1.2% | +23.7% | -24.9% | -3.2% |
| YTD | -1.3% | +23.4% | -24.7% | -3.6% |
| 1Y | +30.4% | +15.0% | +15.4% | +28.0% |
| 3Y | +195.3% | +132.1% | +63.2% | +190.8% |
| All | +195.3% | +124.7% | +70.6% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling