+38.5%
D vs INCY
+56.1%
-17.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -0.4% | -2.2% | +1.7% | -0.2% |
| 30D | -2.1% | +3.7% | -5.7% | -2.5% |
| 3M | -0.7% | +22.1% | -22.8% | -2.9% |
| 6M | +5.6% | +29.8% | -24.2% | +2.6% |
| YTD | +14.6% | +27.6% | -13.0% | +11.3% |
| 1Y | +15.3% | +47.2% | -31.9% | +10.2% |
| 3Y | +59.1% | +97.0% | -37.8% | +45.7% |
| 5Y | +3.9% | +73.4% | -69.4% | -4.1% |
| 10Y | +38.5% | +59.2% | -20.7% | +23.1% |
| All | +38.5% | +56.1% | -17.6% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling