+59.2%
INCY vs ALLY
+178.1%
-118.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -2.2% | -1.9% | -0.2% | -1.9% |
| 30D | +3.7% | -4.5% | +8.1% | +4.4% |
| 3M | +22.1% | -2.8% | +24.9% | +22.5% |
| 6M | +29.8% | +10.3% | +19.5% | +27.2% |
| YTD | +27.6% | -5.7% | +33.3% | +28.3% |
| 1Y | +47.2% | +3.9% | +43.3% | +45.3% |
| 3Y | +97.0% | +64.7% | +32.2% | +76.9% |
| 5Y | +73.4% | -2.6% | +75.9% | +66.2% |
| 10Y | +59.2% | +186.0% | -126.7% | +10.9% |
| All | +59.2% | +178.1% | -118.8% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling