-11.4%
INSM vs INCY
+45.3%
-56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +6.5% | +1.9% | +4.6% | +5.9% |
| 30D | +27.5% | +5.8% | +21.7% | +25.1% |
| 3M | +20.4% | +25.2% | -4.8% | +10.1% |
| 6M | -15.7% | +28.2% | -44.0% | -23.9% |
| YTD | -27.4% | +28.3% | -55.8% | -35.0% |
| 1Y | -11.4% | +48.3% | -59.7% | -25.3% |
| All | -11.4% | +45.3% | -56.6% | -25.3% |
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 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