+6,660.0%
INCY vs ALK
+1,077.9%
+5,582.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +5.8% | -19.2% | +25.0% | +12.7% |
| 3M | +25.2% | -1.5% | +26.7% | +24.2% |
| 6M | +28.2% | -13.1% | +41.3% | +30.4% |
| YTD | +28.3% | -16.4% | +44.7% | +31.3% |
| 1Y | +48.3% | -33.1% | +81.4% | +61.2% |
| 3Y | +95.9% | +0.6% | +95.3% | +75.6% |
| 5Y | +66.6% | -26.4% | +93.0% | +58.4% |
| 10Y | +54.5% | -34.2% | +88.7% | +27.2% |
| All | +6,660.0% | +1,077.9% | +5,582.1% | +1,642.0% |
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