+68.0%
INCY vs M
+24.8%
+43.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.5% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | +3.2% | -11.6% | +14.8% | +4.7% |
| 3M | +23.6% | +1.6% | +22.0% | +23.2% |
| 6M | +29.7% | +25.2% | +4.4% | +26.0% |
| YTD | +25.9% | +3.8% | +22.2% | +24.8% |
| 1Y | +43.7% | +36.3% | +7.4% | +38.1% |
| 3Y | +94.4% | +116.3% | -21.9% | +72.8% |
| 5Y | +68.0% | +28.2% | +39.8% | +58.0% |
| All | +68.0% | +24.8% | +43.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling