+12,250.7%
INTU vs INCY
+6,421.1%
+5,829.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -3.9% | -0.5% | -3.5% | -3.9% |
| 30D | +12.0% | +9.8% | +2.2% | +10.3% |
| 3M | +2.3% | +1.0% | +1.3% | +2.0% |
| 6M | -12.1% | +21.9% | -34.0% | -15.3% |
| YTD | -47.5% | +23.8% | -71.3% | -49.7% |
| 1Y | -46.9% | +13.0% | -59.9% | -48.4% |
| 3Y | -33.5% | +133.2% | -166.6% | -43.4% |
| 5Y | -41.2% | +87.8% | -129.0% | -48.3% |
| 10Y | +233.5% | +17.0% | +216.5% | +205.9% |
| All | +12,250.7% | +6,421.1% | +5,829.6% | +4,539.6% |
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