+100.3%
INCY vs PENG
+101.4%
-1.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.1% |
| 7D | +1.9% | +4.5% | -2.6% | +1.8% |
| 30D | +5.8% | -7.1% | +12.9% | +5.9% |
| 3M | +25.2% | -27.3% | +52.5% | +25.7% |
| 6M | +28.2% | +169.6% | -141.4% | +19.6% |
| YTD | +28.3% | +164.6% | -136.3% | +19.6% |
| 1Y | +48.3% | +109.5% | -61.1% | +39.5% |
| All | +100.3% | +101.4% | -1.1% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling