+94.0%
INCY vs ALLY
+124.8%
-30.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.0% |
| 6M | +28.2% | +9.7% | +18.5% | +25.3% |
| YTD | +28.3% | -1.4% | +29.7% | +28.0% |
| 1Y | +48.3% | +8.2% | +40.1% | +44.9% |
| 3Y | +95.9% | +66.5% | +29.5% | +71.5% |
| 5Y | +66.6% | +1.2% | +65.4% | +57.2% |
| 10Y | +54.5% | +191.4% | -136.9% | -1.8% |
| All | +94.0% | +124.8% | -30.8% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling