+326.8%
F vs INCY
+6,660.0%
-6,333.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.6% |
| 7D | +5.3% | +1.9% | +3.4% | +5.1% |
| 30D | +4.6% | +5.8% | -1.2% | +3.8% |
| 3M | -3.7% | +25.2% | -28.9% | -6.5% |
| 6M | +16.8% | +28.2% | -11.4% | +13.0% |
| YTD | +15.3% | +28.3% | -13.0% | +11.4% |
| 1Y | +31.0% | +48.3% | -17.3% | +24.1% |
| 3Y | +45.4% | +95.9% | -50.5% | +31.7% |
| 5Y | +54.7% | +66.6% | -11.9% | +42.3% |
| 10Y | +98.2% | +54.5% | +43.7% | +77.7% |
| All | +326.8% | +6,660.0% | -6,333.2% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling