-21.9%
INSM vs INCY
+358.7%
-380.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.2% |
| 30D | -4.4% | +3.7% | -8.1% | -5.1% |
| 3M | +30.0% | +22.1% | +8.0% | +24.2% |
| 6M | -10.0% | +29.8% | -39.8% | -15.2% |
| YTD | -26.0% | +27.6% | -53.6% | -30.1% |
| 1Y | -12.5% | +47.2% | -59.7% | -20.0% |
| 3Y | +390.5% | +97.0% | +293.5% | +314.5% |
| 5Y | +357.7% | +73.4% | +284.4% | +299.0% |
| 10Y | +877.2% | +59.2% | +818.0% | +767.5% |
| All | -21.9% | +358.7% | -380.7% | -58.0% |
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