+1,281.6%
D vs INCY
+6,400.8%
-5,119.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +0.8% | +1.5% | -0.8% | +0.7% |
| 30D | +10.7% | +8.1% | +2.6% | +10.3% |
| 3M | +2.3% | +1.1% | +1.2% | +2.2% |
| 6M | +12.5% | +23.7% | -11.2% | +11.2% |
| YTD | +20.1% | +23.4% | -3.3% | +18.6% |
| 1Y | +15.6% | +15.0% | +0.5% | +14.5% |
| 3Y | +75.2% | +132.1% | -56.9% | +67.1% |
| 5Y | +14.6% | +83.2% | -68.6% | +10.3% |
| 10Y | +43.8% | +17.1% | +26.7% | +39.2% |
| All | +1,281.6% | +6,400.8% | -5,119.2% | +952.5% |
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