+43.3%
IR vs INCY
+67.2%
-23.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -13.6% | +3.2% | -16.8% | -14.2% |
| 3M | +3.7% | +23.6% | -19.9% | -0.8% |
| 6M | -13.1% | +29.7% | -42.7% | -17.8% |
| YTD | -5.1% | +25.9% | -31.1% | -10.0% |
| 1Y | -6.5% | +43.7% | -50.2% | -13.8% |
| 3Y | +8.5% | +94.4% | -85.9% | -7.6% |
| 5Y | +43.3% | +68.0% | -24.7% | +22.3% |
| All | +43.3% | +67.2% | -23.9% | +22.3% |
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