+148.3%
IBM vs INCY
+86.4%
+61.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | -1.7% | -0.5% | -1.3% | -1.7% |
| 30D | +10.1% | +9.8% | +0.3% | +8.7% |
| 3M | +4.8% | +1.0% | +3.8% | +4.6% |
| 6M | +12.6% | +21.9% | -9.3% | +9.6% |
| YTD | -13.9% | +23.8% | -37.7% | -16.5% |
| 1Y | -18.7% | +13.0% | -31.8% | -20.3% |
| 3Y | +81.9% | +133.2% | -51.3% | +60.3% |
| 5Y | +148.3% | +87.8% | +60.5% | +124.2% |
| All | +148.3% | +86.4% | +61.9% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling