+285.7%
IP vs INCY
+6,660.0%
-6,374.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -5.3% | +1.9% | -7.2% | -5.5% |
| 30D | -10.9% | +5.8% | -16.7% | -11.5% |
| 3M | +11.2% | +25.2% | -14.0% | +8.1% |
| 6M | -10.2% | +28.2% | -38.4% | -12.9% |
| YTD | -2.0% | +28.3% | -30.3% | -5.0% |
| 1Y | -19.1% | +48.3% | -67.4% | -23.1% |
| 3Y | +20.9% | +95.9% | -75.1% | +10.2% |
| 5Y | -17.8% | +66.6% | -84.4% | -24.0% |
| 10Y | +23.5% | +54.5% | -31.0% | +11.6% |
| All | +285.7% | +6,660.0% | -6,374.3% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling