-53.1%
ILMN vs INCY
+67.2%
-120.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +12.3% | +3.2% | +9.1% | +11.0% |
| 3M | +33.5% | +23.6% | +9.9% | +21.9% |
| 6M | +69.4% | +29.7% | +39.7% | +51.2% |
| YTD | +60.9% | +25.9% | +35.0% | +43.9% |
| 1Y | +115.0% | +43.7% | +71.3% | +80.3% |
| 3Y | +37.0% | +94.4% | -57.4% | -3.6% |
| 5Y | -53.1% | +68.0% | -121.1% | -65.4% |
| All | -53.1% | +67.2% | -120.3% | -65.4% |
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