+4,274.7%
IBM vs INCY
+6,351.7%
-2,077.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | +9.2% | +8.4% | +0.8% | +8.3% |
| 3M | +4.9% | +0.4% | +4.6% | +4.8% |
| 6M | +16.8% | +22.4% | -5.6% | +14.2% |
| YTD | -14.3% | +22.5% | -36.8% | -16.3% |
| 1Y | -16.7% | +14.8% | -31.5% | -18.2% |
| 3Y | +82.2% | +127.7% | -45.5% | +66.1% |
| 5Y | +149.9% | +84.4% | +65.6% | +131.4% |
| 10Y | +142.6% | +15.7% | +126.8% | +128.3% |
| All | +4,274.7% | +6,351.7% | -2,077.1% | +2,121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling