+49.7%
INCY vs INDA
+84.7%
-35.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.9% |
| 7D | -4.2% | -2.7% | -1.5% | -3.0% |
| 30D | +0.6% | -2.8% | +3.3% | +1.8% |
| 3M | +12.6% | +1.6% | +11.0% | +11.8% |
| 6M | +28.3% | -1.4% | +29.7% | +28.9% |
| YTD | +23.0% | -10.1% | +33.1% | +28.5% |
| 1Y | +41.0% | -8.8% | +49.7% | +46.4% |
| 3Y | +88.6% | +7.6% | +81.0% | +81.8% |
| 5Y | +70.8% | +5.8% | +65.0% | +64.2% |
| All | +49.7% | +84.7% | -35.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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