+140.1%
GOOGL vs INCY
+69.3%
+70.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.0% |
| 7D | 0.0% | -4.2% | +4.2% | +0.8% |
| 30D | -1.4% | +0.6% | -2.0% | -1.6% |
| 3M | -5.3% | +12.6% | -18.0% | -7.9% |
| 6M | +9.8% | +28.3% | -18.5% | +3.7% |
| YTD | +8.4% | +23.0% | -14.6% | +3.0% |
| 1Y | +41.2% | +41.0% | +0.2% | +30.1% |
| 3Y | +149.6% | +88.6% | +61.0% | +112.6% |
| All | +140.1% | +69.3% | +70.8% | +111.4% |
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 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