-20.2%
IBM vs INCY
+12.6%
-32.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -0.3% | +3.1% | -3.4% | -0.7% |
| 30D | +6.8% | +12.0% | -5.3% | +5.1% |
| 3M | +4.4% | +0.8% | +3.6% | +4.3% |
| 6M | +13.2% | +22.8% | -9.6% | +11.8% |
| YTD | -15.1% | +23.2% | -38.3% | -16.6% |
| 1Y | -20.2% | +12.4% | -32.6% | -20.1% |
| All | -20.2% | +12.6% | -32.8% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling