+27.8%
ILMN vs INCY
+56.1%
-28.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.4% |
| 7D | -3.9% | -2.2% | -1.7% | -3.1% |
| 30D | +6.9% | +3.7% | +3.2% | +5.5% |
| 3M | +28.1% | +22.1% | +6.0% | +18.2% |
| 6M | +65.0% | +29.8% | +35.2% | +48.4% |
| YTD | +56.3% | +27.6% | +28.7% | +40.4% |
| 1Y | +108.7% | +47.2% | +61.5% | +76.6% |
| 3Y | +33.1% | +97.0% | -63.9% | -2.1% |
| 5Y | -54.1% | +73.4% | -127.5% | -64.8% |
| 10Y | +27.8% | +59.2% | -31.4% | -5.1% |
| All | +27.8% | +56.1% | -28.3% | -5.1% |
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 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