+169.9%
INCY vs ALLE
+260.9%
-91.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +5.8% | -6.8% | +12.6% | +8.6% |
| 3M | +25.2% | +21.0% | +4.2% | +15.9% |
| 6M | +28.2% | +1.1% | +27.1% | +26.8% |
| YTD | +28.3% | -0.5% | +28.9% | +27.1% |
| 1Y | +48.3% | -7.3% | +55.6% | +50.7% |
| 3Y | +95.9% | +42.3% | +53.7% | +64.4% |
| 5Y | +66.6% | +13.5% | +53.1% | +50.1% |
| 10Y | +54.5% | +144.0% | -89.5% | -20.8% |
| All | +169.9% | +260.9% | -91.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling