+17.0%
INCY vs PTC
+317.3%
-300.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +9.8% | +0.9% | +8.9% | +9.6% |
| 3M | +1.0% | +30.4% | -29.4% | -6.7% |
| 6M | +21.9% | +34.4% | -12.5% | +10.8% |
| YTD | +23.8% | +12.6% | +11.2% | +17.7% |
| 1Y | +13.0% | +10.2% | +2.9% | +8.0% |
| 3Y | +133.2% | +29.4% | +103.8% | +107.2% |
| 5Y | +87.8% | +63.7% | +24.1% | +51.1% |
| 10Y | +17.0% | +316.9% | -299.9% | -43.5% |
| All | +17.0% | +317.3% | -300.3% | -43.5% |
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