+43.7%
INCY vs ALK
-35.5%
+79.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +3.2% | -18.5% | +21.6% | +5.9% |
| 3M | +23.6% | -3.6% | +27.2% | +23.4% |
| 6M | +29.7% | -3.7% | +33.4% | +28.2% |
| YTD | +25.9% | -19.0% | +45.0% | +27.4% |
| 1Y | +43.7% | -36.0% | +79.7% | +50.5% |
| All | +43.7% | -35.5% | +79.2% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling