+414.9%
COMP vs INCY
+133.6%
+281.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | +8.9% | +3.1% | +5.8% | +7.9% |
| 30D | +14.0% | +12.0% | +1.9% | +10.3% |
| 3M | -21.1% | +0.8% | -21.9% | -21.2% |
| 6M | +20.1% | +22.8% | -2.7% | +12.2% |
| YTD | -5.0% | +23.2% | -28.2% | -11.5% |
| 1Y | +5.7% | +12.4% | -6.7% | +0.9% |
| All | +414.9% | +133.6% | +281.2% | +298.4% |
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