+49.7%
INCY vs PSLV
+190.6%
-140.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | -3.5% | -0.7% | -3.9% |
| 30D | +0.6% | -2.1% | +2.7% | +0.7% |
| 3M | +12.6% | -1.6% | +14.3% | +12.6% |
| 6M | +28.3% | -25.5% | +53.8% | +31.0% |
| YTD | +23.0% | -11.4% | +34.4% | +22.0% |
| 1Y | +41.0% | +48.6% | -7.6% | +32.5% |
| 3Y | +88.6% | +166.9% | -78.3% | +64.9% |
| 5Y | +70.8% | +152.4% | -81.6% | +49.0% |
| All | +49.7% | +190.6% | -140.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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