+15.3%
INCY vs ALLY
+174.3%
-159.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +8.4% | +5.2% | +3.2% | +7.5% |
| 3M | +0.4% | -13.3% | +13.7% | +2.7% |
| 6M | +22.4% | -6.7% | +29.1% | +23.5% |
| YTD | +22.5% | -12.8% | +35.3% | +24.7% |
| 1Y | +14.8% | +0.7% | +14.1% | +13.9% |
| 3Y | +127.7% | +65.2% | +62.5% | +105.2% |
| 5Y | +84.4% | -10.1% | +94.5% | +79.5% |
| All | +15.3% | +174.3% | -159.0% | -11.5% |
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