+6,620.5%
INCY vs PTEN
+2,162.4%
+4,458.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | +3.7% | +18.6% | -14.9% | +0.6% |
| 3M | +22.1% | +12.5% | +9.6% | +18.7% |
| 6M | +29.8% | +41.9% | -12.1% | +20.2% |
| YTD | +27.6% | +117.8% | -90.2% | +9.5% |
| 1Y | +47.2% | +145.3% | -98.1% | +23.1% |
| 3Y | +97.0% | -2.8% | +99.8% | +85.3% |
| 5Y | +73.4% | +93.4% | -20.1% | +34.2% |
| 10Y | +59.2% | -16.6% | +75.8% | +16.0% |
| All | +6,620.5% | +2,162.4% | +4,458.2% | +3,797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling