+318.3%
INTC vs INCY
+41.2%
+277.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | +7.5% | -4.2% | +11.6% | +8.7% |
| 30D | +2.0% | +0.6% | +1.4% | +1.5% |
| 3M | -12.0% | +12.6% | -24.6% | -17.7% |
| 6M | +114.5% | +28.3% | +86.2% | +86.3% |
| YTD | +179.0% | +23.0% | +156.0% | +151.7% |
| 1Y | +318.3% | +41.0% | +277.3% | +274.2% |
| All | +318.3% | +41.2% | +277.0% | +274.2% |
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