+833.7%
INSM vs INCY
+54.2%
+779.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.4% |
| 7D | +2.5% | -4.2% | +6.6% | +4.7% |
| 30D | -2.2% | +0.6% | -2.7% | -2.5% |
| 3M | +33.8% | +12.6% | +21.1% | +24.6% |
| 6M | -7.2% | +28.3% | -35.5% | -19.4% |
| YTD | -25.6% | +23.0% | -48.6% | -34.5% |
| 1Y | -11.2% | +41.0% | -52.2% | -27.8% |
| 3Y | +388.3% | +88.6% | +299.8% | +219.3% |
| 5Y | +376.6% | +70.8% | +305.9% | +229.8% |
| All | +833.7% | +54.2% | +779.5% | +409.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling