+72.4%
IBM vs INCY
+95.0%
-22.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -1.5% | +3.2% | -4.7% | -1.9% |
| 3M | -16.8% | +23.6% | -40.4% | -19.1% |
| 6M | -9.0% | +29.7% | -38.7% | -12.3% |
| YTD | -20.1% | +25.9% | -46.0% | -22.6% |
| 1Y | -7.0% | +43.7% | -50.7% | -11.7% |
| 3Y | +72.4% | +94.4% | -22.1% | +54.6% |
| All | +72.4% | +95.0% | -22.6% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling