+17.0%
INCY vs ALLY
+182.4%
-165.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | +9.8% | +1.9% | +7.9% | +9.4% |
| 3M | +1.0% | -12.1% | +13.1% | +3.1% |
| 6M | +21.9% | -9.0% | +30.9% | +23.5% |
| YTD | +23.8% | -12.9% | +36.7% | +26.1% |
| 1Y | +13.0% | -0.1% | +13.1% | +12.4% |
| 3Y | +133.2% | +64.6% | +68.6% | +110.2% |
| 5Y | +87.8% | -10.1% | +97.9% | +82.8% |
| 10Y | +17.0% | +176.7% | -159.7% | -10.5% |
| All | +17.0% | +182.4% | -165.4% | -10.5% |
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