+633.1%
INCY vs KMX
+448.1%
+185.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.8% |
| 30D | +3.7% | +2.6% | +1.1% | +3.0% |
| 3M | +22.1% | +25.6% | -3.5% | +14.9% |
| 6M | +29.8% | +41.9% | -12.1% | +17.8% |
| YTD | +27.6% | +56.0% | -28.5% | +12.8% |
| 1Y | +47.2% | -1.8% | +49.0% | +42.3% |
| 3Y | +97.0% | -25.7% | +122.7% | +97.7% |
| 5Y | +73.4% | -54.7% | +128.1% | +86.6% |
| 10Y | +59.2% | +9.2% | +50.1% | +28.6% |
| All | +633.1% | +448.1% | +185.1% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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