+15.9%
IP vs INCY
+16.0%
-0.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -0.9% | +3.1% | -4.0% | -1.5% |
| 30D | +6.7% | +12.0% | -5.3% | +4.2% |
| 3M | -16.6% | +0.8% | -17.3% | -16.8% |
| 6M | +6.0% | +22.8% | -16.8% | +1.4% |
| YTD | -10.7% | +23.2% | -33.9% | -14.8% |
| 1Y | -6.7% | +12.4% | -19.1% | -9.5% |
| 3Y | +17.1% | +132.1% | -114.9% | -3.9% |
| 5Y | -14.6% | +85.5% | -100.0% | -27.0% |
| All | +15.9% | +16.0% | -0.1% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling