+1,963.0%
INCY vs PSKY
-42.6%
+2,005.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -0.5% | +2.4% | -2.9% | -1.1% |
| 30D | +3.2% | +17.5% | -14.3% | -1.3% |
| 3M | +23.6% | +4.4% | +19.2% | +21.6% |
| 6M | +29.7% | -9.0% | +38.7% | +31.2% |
| YTD | +25.9% | -18.6% | +44.5% | +29.9% |
| 1Y | +43.7% | -27.7% | +71.4% | +49.9% |
| 3Y | +94.4% | -16.9% | +111.3% | +76.5% |
| 5Y | +68.0% | -70.3% | +138.2% | +93.8% |
| 10Y | +52.5% | -74.9% | +127.5% | +49.9% |
| All | +1,963.0% | -42.6% | +2,005.6% | +1,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling