+102.3%
INTC vs INCY
+69.5%
+32.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.9% |
| 7D | +9.4% | -3.7% | +13.1% | +10.7% |
| 30D | +2.7% | +1.8% | +0.8% | +1.9% |
| 3M | -6.3% | +17.0% | -23.3% | -12.3% |
| 6M | +114.5% | +28.4% | +86.1% | +93.8% |
| YTD | +171.9% | +24.8% | +147.1% | +148.9% |
| 1Y | +305.0% | +42.9% | +262.1% | +253.5% |
| 3Y | +168.3% | +92.7% | +75.7% | +108.6% |
| 5Y | +102.3% | +73.3% | +29.0% | +60.3% |
| All | +102.3% | +69.5% | +32.8% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling