+26.5%
IP vs INCY
+33.7%
-7.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -5.1% | -0.6% | -4.4% | -4.9% |
| 30D | +8.5% | +5.5% | +3.0% | +7.3% |
| 3M | -13.8% | +1.1% | -14.9% | -14.1% |
| 6M | +5.7% | +19.8% | -14.1% | +1.6% |
| YTD | -9.1% | +21.1% | -30.3% | -13.0% |
| 1Y | -0.8% | +13.7% | -14.6% | -4.0% |
| 3Y | +14.8% | +119.3% | -104.5% | -4.7% |
| 5Y | -11.5% | +76.3% | -87.8% | -23.6% |
| All | +26.5% | +33.7% | -7.2% | +4.6% |
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