-11.9%
INCY vs PENG
+735.0%
-746.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +3.1% | +34.6% | -31.5% | +0.8% |
| 30D | +12.0% | -35.9% | +48.0% | +15.0% |
| 3M | +0.8% | -14.7% | +15.5% | +0.6% |
| 6M | +22.8% | +13.5% | +9.2% | +16.7% |
| YTD | +23.2% | +156.1% | -132.9% | +7.0% |
| 1Y | +12.4% | +141.3% | -128.9% | -2.0% |
| 3Y | +132.1% | +223.4% | -91.4% | +89.2% |
| 5Y | +85.5% | +67.4% | +18.1% | +55.9% |
| All | -11.9% | +735.0% | -746.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling