+208.8%
C vs INCY
+14.6%
+194.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | -0.4% | +2.3% | -2.7% | -0.8% |
| 30D | -5.2% | +6.7% | -11.8% | -6.5% |
| 3M | -9.1% | -1.0% | -8.1% | -9.1% |
| 6M | -1.6% | +22.1% | -23.6% | -6.6% |
| YTD | +6.9% | +21.8% | -14.8% | +1.3% |
| 1Y | +23.0% | +13.5% | +9.5% | +18.2% |
| 3Y | +216.1% | +129.4% | +86.7% | +154.3% |
| 5Y | +112.2% | +84.0% | +28.3% | +78.4% |
| 10Y | +208.8% | +14.9% | +193.9% | +152.2% |
| All | +208.8% | +14.6% | +194.2% | +152.2% |
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