+73.4%
INCY vs PTC
-0.9%
+74.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.9% |
| 7D | -2.2% | -13.6% | +11.4% | +0.3% |
| 30D | +3.7% | -14.7% | +18.3% | +6.4% |
| 3M | +22.1% | -5.9% | +28.0% | +22.5% |
| 6M | +29.8% | -21.1% | +50.9% | +34.8% |
| YTD | +27.6% | -26.0% | +53.6% | +34.1% |
| 1Y | +47.2% | -36.8% | +84.0% | +59.9% |
| 3Y | +97.0% | -10.3% | +107.2% | +92.7% |
| 5Y | +73.4% | +1.2% | +72.2% | +56.4% |
| All | +73.4% | -0.9% | +74.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling