+23.9%
IP vs INCY
+95.5%
-71.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.0% |
| 3M | +11.2% | +25.2% | -14.0% | +5.9% |
| 6M | -10.2% | +28.2% | -38.4% | -14.9% |
| YTD | -2.0% | +28.3% | -30.3% | -7.4% |
| 1Y | -19.1% | +48.3% | -67.4% | -26.0% |
| All | +23.9% | +95.5% | -71.6% | +2.1% |
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