+1,045.4%
ILMN vs INCY
+194.8%
+850.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | +9.2% | +5.8% | +3.4% | +7.5% |
| 3M | +29.8% | +25.2% | +4.6% | +21.3% |
| 6M | +69.2% | +28.2% | +41.0% | +56.8% |
| YTD | +66.4% | +28.3% | +38.0% | +53.4% |
| 1Y | +123.4% | +48.3% | +75.1% | +97.0% |
| 3Y | +33.2% | +95.9% | -62.8% | +6.8% |
| 5Y | -52.0% | +66.6% | -118.5% | -59.8% |
| 10Y | +33.6% | +54.5% | -20.9% | +8.0% |
| All | +1,045.4% | +194.8% | +850.6% | +295.8% |
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 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