-2.3%
F vs INCY
+12.0%
-14.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.0% | +2.3% | -1.3% | +0.6% |
| 30D | +2.1% | +6.7% | -4.5% | +1.1% |
| 3M | -10.3% | -1.0% | -9.2% | -10.1% |
| 6M | +3.3% | +22.1% | -18.8% | 0.0% |
| YTD | -2.0% | +21.8% | -23.8% | -6.5% |
| 1Y | -2.3% | +13.5% | -15.8% | -6.2% |
| All | -2.3% | +12.0% | -14.3% | -6.2% |
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