+41.0%
INCY vs ALLE
-10.0%
+51.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.7% |
| 7D | -4.2% | -2.4% | -1.8% | -3.7% |
| 30D | +0.6% | -7.7% | +8.3% | +2.2% |
| 3M | +12.6% | +15.2% | -2.5% | +9.4% |
| 6M | +28.3% | +5.4% | +22.9% | +26.0% |
| YTD | +23.0% | -2.9% | +25.9% | +21.6% |
| 1Y | +41.0% | -12.8% | +53.7% | +46.3% |
| All | +41.0% | -10.0% | +51.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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