+294.7%
C vs INCY
+56.1%
+238.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +2.6% | -2.2% | +4.8% | +3.1% |
| 30D | +1.9% | +3.7% | -1.8% | +1.0% |
| 3M | +2.8% | +22.1% | -19.3% | -2.1% |
| 6M | +30.6% | +29.8% | +0.8% | +22.4% |
| YTD | +19.9% | +27.6% | -7.7% | +12.6% |
| 1Y | +44.6% | +47.2% | -2.6% | +31.1% |
| 3Y | +272.1% | +97.0% | +175.2% | +210.0% |
| 5Y | +132.0% | +73.4% | +58.6% | +97.0% |
| 10Y | +294.7% | +59.2% | +235.4% | +191.7% |
| All | +294.7% | +56.1% | +238.5% | +191.7% |
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