+49.7%
INCY vs POET
+30.3%
+19.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.6% |
| 7D | -4.2% | +0.4% | -4.5% | -4.2% |
| 30D | +0.6% | -10.4% | +11.0% | +0.7% |
| 3M | +12.6% | -29.3% | +42.0% | +13.1% |
| 6M | +28.3% | +6.9% | +21.5% | +25.9% |
| YTD | +23.0% | +25.6% | -2.6% | +20.0% |
| 1Y | +41.0% | +49.2% | -8.2% | +36.4% |
| 3Y | +88.6% | +128.4% | -39.9% | +76.5% |
| 5Y | +70.8% | -4.2% | +75.0% | +62.1% |
| All | +49.7% | +30.3% | +19.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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