+333.7%
C vs INCY
+6,660.0%
-6,326.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.6% | +1.9% | +1.7% | +3.3% |
| 30D | +0.1% | +5.8% | -5.7% | -0.9% |
| 3M | +2.4% | +25.2% | -22.8% | -1.6% |
| 6M | +24.9% | +28.2% | -3.3% | +19.4% |
| YTD | +19.8% | +28.3% | -8.5% | +14.3% |
| 1Y | +44.9% | +48.3% | -3.5% | +34.7% |
| 3Y | +263.0% | +95.9% | +167.0% | +218.5% |
| 5Y | +129.5% | +66.6% | +62.9% | +105.3% |
| 10Y | +291.6% | +54.5% | +237.1% | +239.5% |
| All | +333.7% | +6,660.0% | -6,326.3% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling