+71.8%
ILMN vs INCY
+12.6%
+59.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | +3.1% | -2.4% | +0.2% |
| 30D | -22.7% | +12.0% | -34.8% | -24.7% |
| 3M | +8.6% | +0.8% | +7.9% | +9.0% |
| 6M | +43.8% | +22.8% | +21.1% | +37.8% |
| YTD | +59.8% | +23.2% | +36.6% | +49.0% |
| 1Y | +71.8% | +12.4% | +59.4% | +65.8% |
| All | +71.8% | +12.6% | +59.2% | +65.8% |
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