-51.6%
INTU vs INCY
+46.9%
-98.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -8.5% | -2.2% | -6.3% | -8.3% |
| 30D | -6.1% | +3.7% | -9.8% | -6.5% |
| 3M | +7.3% | +22.1% | -14.7% | +5.9% |
| 6M | -33.2% | +29.8% | -63.0% | -34.5% |
| YTD | -52.2% | +27.6% | -79.7% | -52.6% |
| All | -51.6% | +46.9% | -98.5% | -53.7% |
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