+131.6%
C vs INCY
+67.2%
+64.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +1.3% | +3.2% | -1.9% | +0.5% |
| 3M | +3.1% | +23.6% | -20.5% | -2.2% |
| 6M | +29.6% | +29.7% | 0.0% | +21.3% |
| YTD | +19.0% | +25.9% | -7.0% | +11.9% |
| 1Y | +45.6% | +43.7% | +1.9% | +32.3% |
| 3Y | +269.3% | +94.4% | +174.8% | +205.4% |
| 5Y | +131.6% | +68.0% | +63.6% | +95.7% |
| All | +131.6% | +67.2% | +64.4% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling