+1,918.3%
INCY vs IAG
+377.5%
+1,540.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +5.8% | +28.9% | -23.1% | +3.7% |
| 3M | +25.2% | +19.1% | +6.1% | +23.0% |
| 6M | +28.2% | -10.3% | +38.5% | +28.3% |
| YTD | +28.3% | +24.2% | +4.1% | +24.7% |
| 1Y | +48.3% | +116.5% | -68.1% | +37.5% |
| 3Y | +95.9% | +742.8% | -646.9% | +57.9% |
| 5Y | +66.6% | +753.3% | -686.8% | +29.6% |
| 10Y | +54.5% | +403.2% | -348.7% | +17.4% |
| All | +1,918.3% | +377.5% | +1,540.8% | +1,087.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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