+80.0%
INCY vs ALK
-34.8%
+114.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -0.6% | +9.0% | -9.7% | -2.0% |
| 30D | +5.5% | -1.6% | +7.1% | +5.6% |
| 3M | +1.1% | -23.2% | +24.3% | +5.1% |
| 6M | +19.8% | -3.9% | +23.7% | +19.2% |
| YTD | +21.1% | -22.6% | +43.7% | +24.0% |
| 1Y | +13.7% | -5.3% | +19.1% | +12.3% |
| 3Y | +119.3% | +18.6% | +100.7% | +100.7% |
| All | +80.0% | -34.8% | +114.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling