+48.3%
INCY vs ALLY
+9.5%
+38.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +1.9% | +3.7% | -1.8% | +1.2% |
| 30D | +5.8% | -2.3% | +8.1% | +6.2% |
| 3M | +25.2% | +3.8% | +21.4% | +23.8% |
| 6M | +28.2% | +9.7% | +18.5% | +24.3% |
| YTD | +28.3% | -1.4% | +29.7% | +27.6% |
| 1Y | +48.3% | +8.2% | +40.1% | +43.8% |
| All | +48.3% | +9.5% | +38.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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