+1,435.7%
INCY vs POET
-20.5%
+1,456.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +12.6% | -29.3% | +42.0% | +13.1% |
| 6M | +28.3% | +6.9% | +21.5% | +26.0% |
| YTD | +23.0% | +25.6% | -2.6% | +20.2% |
| 1Y | +41.0% | +49.2% | -8.2% | +36.6% |
| 3Y | +88.6% | +128.4% | -39.9% | +76.2% |
| 5Y | +70.8% | -4.2% | +75.0% | +61.2% |
| 10Y | +53.5% | +30.3% | +23.2% | +38.0% |
| All | +1,435.7% | -20.5% | +1,456.2% | +1,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling