+22.5%
F vs INCY
+45.9%
-23.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.2% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | -2.9% | +3.7% | -6.6% | -3.4% |
| 3M | -9.1% | +22.1% | -31.1% | -12.2% |
| 6M | +12.9% | +29.8% | -16.8% | +7.5% |
| YTD | +6.1% | +27.6% | -21.5% | +0.4% |
| 1Y | +22.5% | +47.2% | -24.7% | +9.4% |
| All | +22.5% | +45.9% | -23.3% | +9.4% |
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