+127.7%
INCY vs PTC
+29.1%
+98.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | +8.4% | +1.2% | +7.2% | +8.3% |
| 3M | +0.4% | +27.4% | -27.0% | -1.7% |
| 6M | +22.4% | +39.2% | -16.8% | +18.1% |
| YTD | +22.5% | +12.5% | +10.0% | +22.6% |
| 1Y | +14.8% | +12.3% | +2.5% | +14.8% |
| 3Y | +127.7% | +28.8% | +98.9% | +105.4% |
| All | +127.7% | +29.1% | +98.6% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling