+85.6%
INCY vs PENG
+56.5%
+29.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.4% |
| 7D | +1.1% | +13.2% | -12.1% | +0.7% |
| 30D | +8.4% | -29.9% | +38.4% | +9.4% |
| 3M | +0.4% | -22.2% | +22.6% | +0.5% |
| 6M | +22.4% | -1.9% | +24.3% | +19.2% |
| YTD | +22.5% | +142.1% | -119.7% | +10.7% |
| 1Y | +14.8% | +151.5% | -136.8% | +3.3% |
| 3Y | +127.7% | +206.9% | -79.2% | +96.3% |
| All | +85.6% | +56.5% | +29.0% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling