+55.6%
IOT vs INCY
+80.2%
-24.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.1% |
| 7D | -0.8% | -3.7% | +2.9% | 0.0% |
| 30D | -4.7% | +1.8% | -6.5% | -5.3% |
| 3M | +17.8% | +17.0% | +0.8% | +13.4% |
| 6M | +16.8% | +28.4% | -11.6% | +9.8% |
| YTD | +8.4% | +24.8% | -16.4% | +2.4% |
| 1Y | -0.8% | +42.9% | -43.7% | -9.7% |
| 3Y | +25.7% | +92.7% | -66.9% | +2.1% |
| All | +55.6% | +80.2% | -24.6% | +36.9% |
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 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