+134.5%
IBM vs INCY
+56.5%
+78.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | -1.8% | +1.8% | -3.7% | -2.1% |
| 3M | -13.5% | +17.0% | -30.4% | -15.5% |
| 6M | -5.1% | +28.4% | -33.5% | -8.8% |
| YTD | -19.4% | +24.8% | -44.2% | -22.2% |
| 1Y | -6.5% | +42.9% | -49.5% | -11.8% |
| 3Y | +73.8% | +92.7% | -18.9% | +55.0% |
| 5Y | +116.3% | +73.3% | +43.0% | +93.8% |
| All | +134.5% | +56.5% | +78.0% | +101.2% |
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 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