+604.4%
INCY vs INDA
+111.6%
+492.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.2% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | +3.2% | -2.5% | +5.7% | +4.3% |
| 3M | +23.6% | +4.0% | +19.6% | +21.5% |
| 6M | +29.7% | -1.8% | +31.5% | +30.4% |
| YTD | +25.9% | -9.2% | +35.1% | +31.0% |
| 1Y | +43.7% | -7.2% | +50.9% | +48.2% |
| 3Y | +94.4% | +9.8% | +84.6% | +85.7% |
| 5Y | +68.0% | +7.5% | +60.5% | +60.3% |
| 10Y | +52.5% | +80.8% | -28.2% | +11.8% |
| All | +604.4% | +111.6% | +492.8% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling