+80.0%
INCY vs PENG
+42.1%
+37.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | +1.0% |
| 7D | -0.6% | -19.4% | +18.8% | -0.1% |
| 30D | +5.5% | -42.4% | +47.9% | +7.1% |
| 3M | +1.1% | -25.6% | +26.7% | +1.3% |
| 6M | +19.8% | +7.3% | +12.5% | +15.2% |
| YTD | +21.1% | +113.9% | -92.7% | +9.9% |
| 1Y | +13.7% | +93.6% | -79.8% | +3.8% |
| 3Y | +119.3% | +170.2% | -51.0% | +89.8% |
| All | +80.0% | +42.1% | +37.8% | +59.8% |
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