+121.9%
B vs INCY
+6,421.1%
-6,299.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -4.3% | +9.8% | -14.1% | -4.6% |
| 3M | -2.3% | +1.0% | -3.3% | -2.3% |
| 6M | -16.2% | +21.9% | -38.1% | -16.8% |
| YTD | -8.8% | +23.8% | -32.6% | -9.5% |
| 1Y | +11.4% | +13.0% | -1.7% | +10.8% |
| 3Y | +174.3% | +133.2% | +41.1% | +166.2% |
| 5Y | +116.2% | +87.8% | +28.4% | +111.0% |
| 10Y | +222.7% | +17.0% | +205.8% | +216.4% |
| All | +121.9% | +6,421.1% | -6,299.1% | +79.0% |
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