+154.3%
B vs INCY
+6,660.0%
-6,505.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | +9.4% | +5.8% | +3.6% | +9.2% |
| 3M | +5.0% | +25.2% | -20.2% | +4.2% |
| 6M | -3.5% | +28.2% | -31.8% | -4.4% |
| YTD | +4.5% | +28.3% | -23.9% | +3.5% |
| 1Y | +67.8% | +48.3% | +19.4% | +65.5% |
| 3Y | +196.7% | +95.9% | +100.8% | +189.5% |
| 5Y | +151.9% | +66.6% | +85.3% | +146.6% |
| 10Y | +202.2% | +54.5% | +147.6% | +194.0% |
| All | +154.3% | +6,660.0% | -6,505.7% | +104.8% |
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 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