+67.7%
INCY vs POET
-6.5%
+74.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.5% |
| 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% | +12.9% |
| 6M | +28.3% | +6.9% | +21.5% | +26.9% |
| YTD | +23.0% | +25.6% | -2.6% | +21.2% |
| 1Y | +41.0% | +49.2% | -8.2% | +38.4% |
| 3Y | +88.6% | +128.4% | -39.9% | +87.1% |
| All | +67.7% | -6.5% | +74.1% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling