-23.3%
INFY vs INCY
+20.6%
-43.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.4% |
| 7D | +1.2% | +5.1% | -3.9% | 0.0% |
| 30D | +13.8% | +7.6% | +6.1% | +11.7% |
| 3M | -2.9% | +1.9% | -4.7% | -3.6% |
| 6M | +2.2% | +26.5% | -24.3% | -2.7% |
| YTD | -29.8% | +24.4% | -54.2% | -33.7% |
| 1Y | -23.3% | +19.4% | -42.6% | -27.2% |
| All | -23.3% | +20.6% | -43.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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