+114.7%
ILMN vs INCY
+46.9%
+67.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | -3.9% | -2.2% | -1.7% | -3.3% |
| 30D | +6.9% | +3.7% | +3.2% | +6.1% |
| 3M | +28.1% | +22.1% | +6.0% | +21.8% |
| 6M | +65.0% | +29.8% | +35.2% | +53.6% |
| YTD | +56.3% | +27.6% | +28.7% | +43.7% |
| All | +114.7% | +46.9% | +67.8% | +81.7% |
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