+84.2%
INCY vs ALLY
+95.5%
-11.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +6.7% | +1.1% | +5.5% | +6.4% |
| 3M | -1.0% | -13.2% | +12.2% | +1.7% |
| 6M | +22.1% | -13.5% | +35.5% | +25.2% |
| YTD | +21.8% | -14.3% | +36.1% | +24.9% |
| 1Y | +13.5% | -1.1% | +14.7% | +12.9% |
| 3Y | +129.4% | +62.0% | +67.4% | +102.1% |
| 5Y | +84.0% | -9.6% | +93.6% | +77.8% |
| 10Y | +14.9% | +176.0% | -161.1% | -27.8% |
| All | +84.2% | +95.5% | -11.3% | +37.8% |
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 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