+46.5%
F vs INCY
+67.2%
-20.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.4% | -3.8% |
| 7D | +1.2% | -0.5% | +1.6% | +1.3% |
| 30D | +1.2% | +3.2% | -2.0% | +0.6% |
| 3M | -5.7% | +23.6% | -29.3% | -10.1% |
| 6M | +17.9% | +29.7% | -11.7% | +11.1% |
| YTD | +10.4% | +25.9% | -15.5% | +4.3% |
| 1Y | +25.3% | +43.7% | -18.4% | +14.6% |
| 3Y | +37.5% | +94.4% | -57.0% | +13.4% |
| 5Y | +46.5% | +68.0% | -21.5% | +23.8% |
| All | +46.5% | +67.2% | -20.6% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling