-15.1%
F vs INCY
+82.2%
-97.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.2% |
| 7D | -0.6% | +1.5% | -2.2% | -1.0% |
| 30D | +2.9% | +8.1% | -5.2% | +1.1% |
| 3M | -9.5% | +1.1% | -10.6% | -9.8% |
| 6M | +4.0% | +23.7% | -19.7% | -1.3% |
| YTD | -1.3% | +23.4% | -24.7% | -6.6% |
| 1Y | -1.9% | +15.0% | -17.0% | -5.9% |
| 3Y | +53.5% | +132.1% | -78.6% | +17.5% |
| 5Y | -15.1% | +83.2% | -98.4% | -26.3% |
| All | -15.1% | +82.2% | -97.3% | -26.3% |
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