+207.0%
C vs INCY
+15.3%
+191.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +4.2% | +1.1% | +3.1% | +3.9% |
| 30D | +2.0% | +8.4% | -6.4% | +0.2% |
| 3M | -10.1% | +0.4% | -10.5% | -10.4% |
| 6M | +1.0% | +22.4% | -21.4% | -4.2% |
| YTD | +8.5% | +22.5% | -14.0% | +2.7% |
| 1Y | +25.7% | +14.8% | +11.0% | +20.6% |
| 3Y | +216.0% | +127.7% | +88.3% | +154.6% |
| 5Y | +112.3% | +84.4% | +27.9% | +78.4% |
| All | +207.0% | +15.3% | +191.7% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling