+12,216.8%
INTU vs INCY
+6,351.7%
+5,865.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +10.1% | +8.4% | +1.6% | +8.6% |
| 3M | -4.2% | +0.4% | -4.6% | -4.4% |
| 6M | -7.2% | +22.4% | -29.7% | -10.7% |
| YTD | -47.7% | +22.5% | -70.2% | -49.8% |
| 1Y | -46.7% | +14.8% | -61.5% | -48.3% |
| 3Y | -34.1% | +127.7% | -161.8% | -43.7% |
| 5Y | -43.3% | +84.4% | -127.7% | -49.9% |
| 10Y | +232.6% | +15.7% | +216.8% | +205.6% |
| All | +12,216.8% | +6,351.7% | +5,865.1% | +4,535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling