-13.5%
IP vs INCY
+86.4%
-99.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | +9.2% | +9.8% | -0.6% | +6.6% |
| 3M | -16.1% | +1.0% | -17.1% | -16.4% |
| 6M | +9.6% | +21.9% | -12.3% | +4.2% |
| YTD | -8.8% | +23.8% | -32.6% | -13.9% |
| 1Y | -5.5% | +13.0% | -18.6% | -9.1% |
| 3Y | +19.6% | +133.2% | -113.5% | -7.9% |
| 5Y | -13.5% | +87.8% | -101.2% | -27.6% |
| All | -13.5% | +86.4% | -99.8% | -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