+640.0%
INCY vs PSLV
+108.9%
+531.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.9% |
| 7D | -3.7% | -4.9% | +1.2% | -3.4% |
| 30D | +1.8% | -1.9% | +3.7% | +1.9% |
| 3M | +17.0% | +4.2% | +12.8% | +16.6% |
| 6M | +28.4% | -27.6% | +56.0% | +30.2% |
| YTD | +24.8% | -11.7% | +36.5% | +24.5% |
| 1Y | +42.9% | +49.3% | -6.4% | +38.5% |
| 3Y | +92.7% | +167.1% | -74.5% | +80.1% |
| 5Y | +73.3% | +151.7% | -78.3% | +61.9% |
| 10Y | +55.8% | +187.0% | -131.2% | +42.5% |
| All | +640.0% | +108.9% | +531.1% | +645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling