+59.2%
INCY vs ALK
-39.2%
+98.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -2.2% | -3.0% | +0.8% | -1.8% |
| 30D | +3.7% | -14.6% | +18.3% | +6.0% |
| 3M | +22.1% | -10.6% | +32.6% | +23.4% |
| 6M | +29.8% | -6.7% | +36.5% | +29.7% |
| YTD | +27.6% | -19.8% | +47.3% | +29.9% |
| 1Y | +47.2% | -35.2% | +82.4% | +54.1% |
| 3Y | +97.0% | +1.4% | +95.6% | +88.9% |
| 5Y | +73.4% | -30.7% | +104.0% | +72.1% |
| 10Y | +59.2% | -37.4% | +96.6% | +57.7% |
| All | +59.2% | -39.2% | +98.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling