+274.5%
IR vs INCY
+6.3%
+268.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.3% |
| 30D | -14.0% | +1.8% | -15.8% | -14.4% |
| 3M | +3.7% | +17.0% | -13.2% | -0.1% |
| 6M | -15.4% | +28.4% | -43.8% | -20.3% |
| YTD | -7.7% | +24.8% | -32.5% | -12.7% |
| 1Y | -8.8% | +42.9% | -51.8% | -16.6% |
| 3Y | +5.6% | +92.7% | -87.1% | -11.4% |
| 5Y | +34.3% | +73.3% | -39.0% | +14.3% |
| All | +274.5% | +6.3% | +268.2% | +203.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling