-19.1%
IP vs INCY
+45.3%
-64.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -5.3% | +1.9% | -7.2% | -5.7% |
| 30D | -10.9% | +5.8% | -16.7% | -12.1% |
| 3M | +11.2% | +25.2% | -14.0% | +6.0% |
| 6M | -10.2% | +28.2% | -38.4% | -15.2% |
| YTD | -2.0% | +28.3% | -30.3% | -7.9% |
| 1Y | -19.1% | +48.3% | -67.4% | -24.0% |
| All | -19.1% | +45.3% | -64.4% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling