+999.9%
ILMN vs INCY
+183.0%
+816.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | +3.1% | -2.4% | -0.1% |
| 30D | -22.7% | +12.0% | -34.8% | -25.5% |
| 3M | +8.6% | +0.8% | +7.9% | +8.0% |
| 6M | +43.8% | +22.8% | +21.1% | +34.5% |
| YTD | +59.8% | +23.2% | +36.6% | +48.4% |
| 1Y | +71.8% | +12.4% | +59.4% | +63.6% |
| 3Y | +119.0% | +132.1% | -13.1% | +66.6% |
| 5Y | -43.8% | +85.5% | -129.3% | -54.4% |
| 10Y | +56.4% | +16.4% | +40.0% | +36.4% |
| All | +999.9% | +183.0% | +816.8% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling