-49.3%
COMP vs INCY
+46.7%
-96.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.1% |
| 7D | +13.4% | -0.6% | +14.1% | +14.0% |
| 30D | +11.1% | +5.5% | +5.6% | +8.8% |
| 3M | -18.8% | +1.1% | -19.9% | -19.2% |
| 6M | +10.5% | +19.8% | -9.3% | +1.2% |
| YTD | -3.4% | +21.1% | -24.5% | -12.1% |
| 1Y | +19.7% | +13.7% | +6.0% | +11.5% |
| 3Y | +381.6% | +119.3% | +262.3% | +209.9% |
| 5Y | -17.6% | +76.3% | -93.9% | -37.8% |
| All | -49.3% | +46.7% | -96.0% | -60.1% |
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