+6,400.8%
INCY vs ALK
+1,068.4%
+5,332.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | -0.3% |
| 7D | +1.5% | +8.9% | -7.4% | -1.2% |
| 30D | +8.1% | +5.9% | +2.1% | +5.8% |
| 3M | +1.1% | -16.5% | +17.6% | +6.0% |
| 6M | +23.7% | +2.1% | +21.6% | +20.0% |
| YTD | +23.4% | -17.1% | +40.5% | +25.8% |
| 1Y | +15.0% | -2.9% | +17.9% | +11.0% |
| 3Y | +132.1% | +24.5% | +107.6% | +93.3% |
| 5Y | +83.2% | -29.1% | +112.3% | +76.1% |
| 10Y | +17.1% | -39.1% | +56.2% | -1.2% |
| All | +6,400.8% | +1,068.4% | +5,332.4% | +1,569.8% |
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