+6,281.3%
INCY vs ALK
+991.1%
+5,290.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -0.6% | +9.0% | -9.7% | -3.4% |
| 30D | +5.5% | -1.6% | +7.1% | +5.7% |
| 3M | +1.1% | -23.2% | +24.3% | +8.8% |
| 6M | +19.8% | -3.9% | +23.7% | +18.5% |
| YTD | +21.1% | -22.6% | +43.7% | +26.2% |
| 1Y | +13.7% | -5.3% | +19.1% | +10.7% |
| 3Y | +119.3% | +18.6% | +100.7% | +85.4% |
| 5Y | +76.3% | -34.4% | +110.7% | +73.8% |
| 10Y | +36.6% | -40.8% | +77.4% | +16.2% |
| All | +6,281.3% | +991.1% | +5,290.3% | +1,575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling