+10.5%
COMP vs INCY
+21.3%
-10.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.4% |
| 7D | +13.4% | -0.6% | +14.1% | +13.7% |
| 30D | +11.1% | +5.5% | +5.6% | +10.5% |
| 3M | -18.8% | +1.1% | -19.9% | -18.2% |
| 6M | +10.5% | +19.8% | -9.3% | +15.5% |
| All | +10.5% | +21.3% | -10.8% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling