+21.2%
IP vs INCY
+128.1%
-106.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | 0.0% | +2.3% | -2.3% | -0.5% |
| 30D | +9.4% | +6.7% | +2.7% | +7.8% |
| 3M | -14.1% | -1.0% | -13.0% | -13.9% |
| 6M | +9.2% | +22.1% | -12.9% | +4.6% |
| YTD | -7.5% | +21.8% | -29.3% | -11.7% |
| 1Y | -2.8% | +13.5% | -16.3% | -6.2% |
| 3Y | +21.2% | +129.4% | -108.2% | -1.4% |
| All | +21.2% | +128.1% | -106.9% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling