+51.9%
INCY vs PTC
+200.2%
-148.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -3.7% | -14.2% | +10.5% | +0.2% |
| 30D | +1.8% | -14.4% | +16.3% | +5.8% |
| 3M | +17.0% | -4.7% | +21.7% | +17.2% |
| 6M | +28.4% | -19.3% | +47.7% | +34.3% |
| YTD | +24.8% | -26.1% | +50.9% | +33.5% |
| 1Y | +42.9% | -37.1% | +80.0% | +59.7% |
| 3Y | +92.7% | -10.4% | +103.1% | +89.0% |
| 5Y | +73.3% | +2.5% | +70.9% | +58.6% |
| All | +51.9% | +200.2% | -148.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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