+61.9%
D vs INCY
+95.0%
-33.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -0.7% | +3.2% | -3.9% | -1.0% |
| 3M | +2.1% | +23.6% | -21.5% | +0.2% |
| 6M | +6.8% | +29.7% | -22.8% | +4.4% |
| YTD | +16.5% | +25.9% | -9.4% | +13.7% |
| 1Y | +19.2% | +43.7% | -24.6% | +14.4% |
| 3Y | +61.9% | +94.4% | -32.6% | +37.4% |
| All | +61.9% | +95.0% | -33.1% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling