+219.8%
C vs INCY
+124.7%
+95.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | -0.9% | +1.5% | -2.5% | -1.2% |
| 30D | -5.4% | +8.1% | -13.5% | -6.7% |
| 3M | -9.2% | +1.1% | -10.3% | -9.5% |
| 6M | -1.8% | +23.7% | -25.5% | -6.5% |
| YTD | +6.7% | +23.4% | -16.7% | +1.4% |
| 1Y | +23.5% | +15.0% | +8.5% | +18.9% |
| 3Y | +219.8% | +132.1% | +87.7% | +166.2% |
| All | +219.8% | +124.7% | +95.1% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling