+74.3%
F vs INCY
+14.6%
+59.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.0% | +2.3% | -1.3% | +0.5% |
| 30D | +2.1% | +6.7% | -4.5% | +0.9% |
| 3M | -10.3% | -1.0% | -9.2% | -10.2% |
| 6M | +3.3% | +22.1% | -18.8% | -1.0% |
| YTD | -2.0% | +21.8% | -23.8% | -6.2% |
| 1Y | -2.3% | +13.5% | -15.8% | -5.4% |
| 3Y | +49.9% | +129.4% | -79.5% | +24.2% |
| 5Y | -12.5% | +84.0% | -96.4% | -24.4% |
| 10Y | +74.3% | +14.9% | +59.4% | +52.7% |
| All | +74.3% | +14.6% | +59.7% | +52.7% |
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 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