+41.0%
INCY vs PTEN
+148.3%
-107.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -4.2% | +3.5% | -7.6% | -4.1% |
| 30D | +0.6% | +17.5% | -17.0% | +1.0% |
| 3M | +12.6% | +12.7% | -0.1% | +13.8% |
| 6M | +28.3% | +33.1% | -4.8% | +28.6% |
| YTD | +23.0% | +116.4% | -93.5% | +19.8% |
| 1Y | +41.0% | +141.2% | -100.2% | +35.4% |
| All | +41.0% | +148.3% | -107.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 1y: compounded portfolio wealth divided by compounded PTEN 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…
1y analysis · Full analysis span regression · 6 months rolling