+22.3%
DIS vs INCY
+56.1%
-33.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | +1.0% | +3.7% | -2.7% | +0.3% |
| 3M | +5.7% | +22.1% | -16.4% | +1.9% |
| 6M | +3.3% | +29.8% | -26.5% | -1.6% |
| YTD | -7.7% | +27.6% | -35.3% | -12.1% |
| 1Y | -10.0% | +47.2% | -57.2% | -16.7% |
| 3Y | +31.7% | +97.0% | -65.2% | +13.6% |
| 5Y | -42.2% | +73.4% | -115.6% | -49.2% |
| 10Y | +22.3% | +59.2% | -36.9% | +2.1% |
| All | +22.3% | +56.1% | -33.8% | +2.1% |
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