+78.9%
INCY vs PLTD
-77.8%
+156.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -0.8% |
| 7D | +1.9% | +5.9% | -4.0% | +2.2% |
| 30D | +5.8% | -11.6% | +17.4% | +5.3% |
| 3M | +25.2% | -29.9% | +55.1% | +23.8% |
| 6M | +28.2% | -28.5% | +56.7% | +27.2% |
| YTD | +28.3% | -20.4% | +48.7% | +28.6% |
| 1Y | +48.3% | -33.3% | +81.6% | +47.3% |
| All | +78.9% | -77.8% | +156.8% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 all: compounded portfolio wealth divided by compounded PLTD 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…
all analysis · Full analysis span regression · 6 months rolling