+337.2%
IR vs INCY
+4.9%
+332.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.3% | +3.1% | +1.1% | +3.6% |
| 30D | +8.1% | +12.0% | -4.0% | +5.4% |
| 3M | +0.7% | +0.8% | -0.1% | +0.3% |
| 6M | +16.6% | +22.8% | -6.2% | +10.8% |
| YTD | +7.8% | +23.2% | -15.4% | +2.0% |
| 1Y | +9.9% | +12.4% | -2.5% | +6.0% |
| 3Y | +25.2% | +132.1% | -106.9% | +0.4% |
| 5Y | +46.8% | +85.5% | -38.7% | +23.2% |
| All | +337.2% | +4.9% | +332.3% | +254.8% |
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