-44.8%
COMP vs INCY
+55.4%
-100.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | -13.3% | +5.8% | -19.1% | -15.4% |
| 3M | +41.1% | +25.2% | +15.9% | +27.3% |
| 6M | +17.2% | +28.2% | -11.0% | +4.7% |
| YTD | +5.2% | +28.3% | -23.1% | -6.5% |
| 1Y | +18.9% | +48.3% | -29.4% | -1.3% |
| 3Y | +215.9% | +95.9% | +120.0% | +119.3% |
| 5Y | -31.2% | +66.6% | -97.8% | -48.8% |
| All | -44.8% | +55.4% | -100.2% | -57.6% |
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