-26.9%
INFY vs INCY
+45.3%
-72.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | -6.2% | +5.8% | -12.1% | -7.4% |
| 3M | -4.9% | +25.2% | -30.1% | -8.5% |
| 6M | -16.6% | +28.2% | -44.8% | -20.0% |
| YTD | -32.9% | +28.3% | -61.3% | -35.7% |
| 1Y | -26.9% | +48.3% | -75.2% | -29.8% |
| All | -26.9% | +45.3% | -72.1% | -29.8% |
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