-42.6%
INTU vs INCY
+69.9%
-112.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -8.5% | -2.2% | -6.3% | -8.0% |
| 30D | -6.1% | +3.7% | -9.8% | -7.0% |
| 3M | +7.3% | +22.1% | -14.7% | +2.3% |
| 6M | -33.2% | +29.8% | -63.0% | -37.5% |
| YTD | -52.2% | +27.6% | -79.7% | -55.2% |
| 1Y | -52.7% | +47.2% | -99.9% | -57.5% |
| 3Y | -41.6% | +97.0% | -138.6% | -52.9% |
| 5Y | -42.6% | +73.4% | -116.0% | -51.9% |
| All | -42.6% | +69.9% | -112.5% | -51.9% |
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