+91.4%
INCY vs INDA
+6.8%
+84.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -3.7% | -3.6% | -0.1% | -2.0% |
| 30D | +1.8% | -4.0% | +5.8% | +3.8% |
| 3M | +17.0% | +1.7% | +15.3% | +16.0% |
| 6M | +28.4% | -3.6% | +32.0% | +30.3% |
| YTD | +24.8% | -11.0% | +35.8% | +31.4% |
| 1Y | +42.9% | -9.5% | +52.4% | +49.5% |
| All | +91.4% | +6.8% | +84.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling