+80.0%
INCY vs ALLE
+49.9%
+30.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -0.6% | -0.6% | -0.1% | -0.5% |
| 30D | +5.5% | +25.3% | -19.9% | +0.2% |
| 3M | +1.1% | +10.3% | -9.2% | -1.3% |
| 6M | +19.8% | +38.0% | -18.2% | +11.0% |
| YTD | +21.1% | +17.8% | +3.4% | +15.8% |
| 1Y | +13.7% | +13.6% | +0.1% | +9.7% |
| 3Y | +119.3% | +89.2% | +30.1% | +86.3% |
| All | +80.0% | +49.9% | +30.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling