+144.8%
IBM vs INCY
+16.0%
+128.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -0.3% | +3.1% | -3.4% | -0.8% |
| 30D | +6.8% | +12.0% | -5.3% | +4.9% |
| 3M | +4.4% | +0.8% | +3.6% | +4.1% |
| 6M | +13.2% | +22.8% | -9.6% | +9.4% |
| YTD | -15.1% | +23.2% | -38.3% | -18.2% |
| 1Y | -20.2% | +12.4% | -32.6% | -22.0% |
| 3Y | +79.3% | +132.1% | -52.8% | +54.8% |
| 5Y | +147.5% | +85.5% | +62.0% | +118.8% |
| All | +144.8% | +16.0% | +128.8% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling