+217.8%
INTU vs INCY
+54.2%
+163.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | -3.3% | -4.2% | +0.8% | -2.3% |
| 30D | -3.9% | +0.6% | -4.5% | -4.2% |
| 3M | +16.6% | +12.6% | +4.0% | +12.6% |
| 6M | -26.4% | +28.3% | -54.8% | -31.8% |
| YTD | -51.0% | +23.0% | -74.0% | -54.2% |
| 1Y | -50.8% | +41.0% | -91.7% | -55.9% |
| 3Y | -40.1% | +88.6% | -128.6% | -52.0% |
| 5Y | -41.2% | +70.8% | -112.0% | -51.8% |
| All | +217.8% | +54.2% | +163.6% | +156.5% |
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