+2.3%
IP vs INCY
+20.6%
-18.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | 0.0% |
| 7D | +3.4% | +5.1% | -1.7% | +1.7% |
| 30D | +11.2% | +7.6% | +3.6% | +8.4% |
| 3M | -14.8% | +1.9% | -16.6% | -15.4% |
| 6M | +17.3% | +26.5% | -9.2% | +8.9% |
| YTD | -6.2% | +24.4% | -30.6% | -14.2% |
| 1Y | +2.3% | +19.4% | -17.0% | -5.5% |
| All | +2.3% | +20.6% | -18.3% | -5.5% |
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