-42.7%
ILMN vs INCY
+79.4%
-122.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | -9.8% | +2.3% | -12.1% | -10.6% |
| 30D | -22.7% | +6.7% | -29.4% | -25.2% |
| 3M | +12.1% | -1.0% | +13.1% | +12.1% |
| 6M | +51.5% | +22.1% | +29.4% | +37.6% |
| YTD | +63.9% | +21.8% | +42.1% | +47.1% |
| 1Y | +76.6% | +13.5% | +63.0% | +63.4% |
| 3Y | +124.6% | +129.4% | -4.8% | +38.6% |
| 5Y | -42.7% | +84.0% | -126.7% | -58.6% |
| All | -42.7% | +79.4% | -122.2% | -58.6% |
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