+13,164.2%
GOOG vs INCY
+1,912.9%
+11,251.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -7.7% | +3.7% | -11.3% | -8.3% |
| 3M | -9.3% | +22.1% | -31.4% | -12.8% |
| 6M | +7.4% | +29.8% | -22.3% | +2.0% |
| YTD | +4.9% | +27.6% | -22.7% | -0.3% |
| 1Y | +37.2% | +47.2% | -10.0% | +27.0% |
| 3Y | +141.6% | +97.0% | +44.7% | +109.1% |
| 5Y | +128.8% | +73.4% | +55.4% | +101.1% |
| 10Y | +772.7% | +59.2% | +713.5% | +649.3% |
| All | +13,164.2% | +1,912.9% | +11,251.3% | +5,498.8% |
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 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