+1,233.0%
D vs INCY
+6,660.0%
-5,427.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.5% | +1.9% | -0.5% | +1.4% |
| 30D | -2.6% | +5.8% | -8.4% | -2.9% |
| 3M | 0.0% | +25.2% | -25.2% | -1.1% |
| 6M | +7.4% | +28.2% | -20.9% | +5.9% |
| YTD | +15.9% | +28.3% | -12.5% | +14.2% |
| 1Y | +18.1% | +48.3% | -30.2% | +15.6% |
| 3Y | +58.4% | +95.9% | -37.6% | +52.3% |
| 5Y | +5.2% | +66.6% | -61.4% | +1.7% |
| 10Y | +35.9% | +54.5% | -18.7% | +29.9% |
| All | +1,233.0% | +6,660.0% | -5,427.0% | +913.7% |
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