+32.9%
DIS vs INCY
+17.7%
+15.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +10.3% | +9.8% | +0.5% | +8.4% |
| 3M | +15.6% | +1.0% | +14.6% | +15.2% |
| 6M | +15.1% | +21.9% | -6.7% | +10.7% |
| YTD | +6.0% | +23.8% | -17.8% | +1.2% |
| 1Y | +5.7% | +13.0% | -7.4% | +2.5% |
| 3Y | +39.8% | +133.2% | -93.4% | +16.1% |
| 5Y | -23.9% | +87.8% | -111.7% | -34.0% |
| 10Y | +32.9% | +17.0% | +16.0% | +15.1% |
| All | +32.9% | +17.7% | +15.2% | +15.1% |
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