+41.0%
INCY vs IRM
+22.0%
+18.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -4.2% | -1.4% | -2.7% | -4.0% |
| 30D | +0.6% | -7.4% | +8.0% | +1.5% |
| 3M | +12.6% | -7.4% | +20.0% | +13.7% |
| 6M | +28.3% | +8.7% | +19.7% | +24.5% |
| YTD | +23.0% | +40.9% | -18.0% | +11.2% |
| 1Y | +41.0% | +20.5% | +20.5% | +33.0% |
| All | +41.0% | +22.0% | +18.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling