+73.3%
INCY vs PSKY
-71.2%
+144.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.3% |
| 7D | -3.7% | -6.0% | +2.3% | -3.2% |
| 30D | +1.8% | +10.7% | -8.8% | +1.0% |
| 3M | +17.0% | +1.2% | +15.8% | +16.7% |
| 6M | +28.4% | +1.5% | +26.9% | +27.9% |
| YTD | +24.8% | -21.8% | +46.6% | +26.5% |
| 1Y | +42.9% | -30.2% | +73.1% | +45.4% |
| 3Y | +92.7% | -20.1% | +112.8% | +88.3% |
| 5Y | +73.3% | -70.5% | +143.9% | +86.1% |
| All | +73.3% | -71.2% | +144.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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