+5.7%
DIS vs INCY
+15.3%
-9.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +10.3% | +9.8% | +0.5% | +9.4% |
| 3M | +15.6% | +1.0% | +14.6% | +15.4% |
| 6M | +15.1% | +21.9% | -6.7% | +14.6% |
| YTD | +6.0% | +23.8% | -17.8% | +4.7% |
| 1Y | +5.7% | +13.0% | -7.4% | +3.7% |
| All | +5.7% | +15.3% | -9.7% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling