+2,347.1%
INFY vs INCY
+954.8%
+1,392.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -9.8% | -3.7% | -6.1% | -9.1% |
| 30D | -13.4% | +1.8% | -15.2% | -13.7% |
| 3M | -7.2% | +17.0% | -24.2% | -9.9% |
| 6M | -20.6% | +28.4% | -49.0% | -24.4% |
| YTD | -37.5% | +24.8% | -62.3% | -40.2% |
| 1Y | -33.4% | +42.9% | -76.3% | -38.0% |
| 3Y | -32.4% | +92.7% | -125.1% | -41.5% |
| 5Y | -45.5% | +73.3% | -118.8% | -52.3% |
| 10Y | +79.7% | +55.8% | +23.9% | +51.1% |
| All | +2,347.1% | +954.8% | +1,392.3% | +963.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling