+13,503.3%
GOOGL vs INCY
+1,887.2%
+11,616.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.3% |
| 7D | +1.1% | -0.5% | +1.5% | +1.1% |
| 30D | -4.4% | +3.2% | -7.6% | -5.0% |
| 3M | -6.8% | +23.6% | -30.4% | -10.6% |
| 6M | +13.6% | +29.7% | -16.1% | +7.9% |
| YTD | +8.3% | +25.9% | -17.6% | +3.2% |
| 1Y | +44.9% | +43.7% | +1.2% | +34.7% |
| 3Y | +150.5% | +94.4% | +56.0% | +117.2% |
| 5Y | +137.7% | +68.0% | +69.7% | +110.2% |
| 10Y | +750.9% | +52.5% | +698.4% | +635.6% |
| All | +13,503.3% | +1,887.2% | +11,616.1% | +5,655.2% |
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