+198.7%
B vs INCY
+95.0%
+103.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +1.4% | +3.2% | -1.8% | +1.1% |
| 3M | +12.2% | +23.6% | -11.4% | +9.9% |
| 6M | -2.1% | +29.7% | -31.8% | -4.6% |
| YTD | +2.9% | +25.9% | -23.0% | +0.4% |
| 1Y | +55.3% | +43.7% | +11.6% | +50.6% |
| 3Y | +198.7% | +94.4% | +104.3% | +178.1% |
| All | +198.7% | +95.0% | +103.7% | +178.1% |
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 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