-12.1%
COMP vs INCY
+86.9%
-99.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.9% |
| 7D | +8.9% | +3.1% | +5.8% | +7.6% |
| 30D | +14.0% | +12.0% | +1.9% | +8.8% |
| 3M | -21.1% | +0.8% | -21.9% | -21.3% |
| 6M | +20.1% | +22.8% | -2.7% | +8.5% |
| YTD | -5.0% | +23.2% | -28.2% | -14.5% |
| 1Y | +5.7% | +12.4% | -6.7% | -1.2% |
| 3Y | +412.2% | +132.1% | +280.2% | +205.5% |
| 5Y | -12.1% | +85.5% | -97.6% | -37.8% |
| All | -12.1% | +86.9% | -99.0% | -37.8% |
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