-11.5%
INCY vs PENG
+720.8%
-732.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | +0.9% |
| 7D | -0.5% | +1.9% | -2.3% | -0.9% |
| 30D | +9.8% | -37.8% | +47.6% | +12.9% |
| 3M | +1.0% | -14.1% | +15.1% | +0.8% |
| 6M | +21.9% | +13.1% | +8.8% | +15.8% |
| YTD | +23.8% | +151.8% | -128.0% | +7.6% |
| 1Y | +13.0% | +136.0% | -122.9% | -1.2% |
| 3Y | +133.2% | +217.9% | -84.8% | +90.4% |
| 5Y | +87.8% | +64.1% | +23.7% | +58.1% |
| All | -11.5% | +720.8% | -732.3% | -39.7% |
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