+11,836.7%
INTU vs INCY
+6,660.0%
+5,176.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -7.1% | +1.9% | -9.0% | -7.4% |
| 30D | +1.5% | +5.8% | -4.3% | +0.5% |
| 3M | +10.7% | +25.2% | -14.5% | +6.4% |
| 6M | -23.8% | +28.2% | -52.1% | -27.2% |
| YTD | -49.3% | +28.3% | -77.6% | -51.6% |
| 1Y | -49.7% | +48.3% | -98.0% | -53.2% |
| 3Y | -38.0% | +95.9% | -134.0% | -45.7% |
| 5Y | -38.7% | +66.6% | -105.3% | -45.1% |
| 10Y | +221.3% | +54.5% | +166.8% | +181.9% |
| All | +11,836.7% | +6,660.0% | +5,176.7% | +4,362.1% |
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