-13.6%
IP vs INCY
+83.5%
-97.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +7.9% | +8.4% | -0.5% | +5.7% |
| 3M | -15.3% | +0.4% | -15.7% | -15.5% |
| 6M | +10.5% | +22.4% | -11.9% | +5.0% |
| YTD | -9.4% | +22.5% | -31.9% | -14.2% |
| 1Y | -4.6% | +14.8% | -19.4% | -8.6% |
| 3Y | +21.2% | +127.7% | -106.5% | -6.0% |
| All | -13.6% | +83.5% | -97.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling