+57.4%
INTC vs INCY
+20.6%
+36.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.5% | -8.2% | -4.6% |
| 7D | -39.0% | +5.1% | -44.1% | -39.8% |
| 30D | -49.8% | +7.6% | -57.5% | -50.9% |
| 3M | -42.2% | +1.9% | -44.1% | -42.6% |
| 6M | -39.2% | +26.5% | -65.6% | -48.1% |
| YTD | +57.9% | +24.4% | +33.5% | +37.3% |
| 1Y | +57.4% | +19.4% | +38.0% | +40.4% |
| All | +57.4% | +20.6% | +36.7% | +40.4% |
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