+374.7%
ISRG vs INCY
+56.5%
+318.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.6% |
| 30D | -10.2% | +1.8% | -12.0% | -10.7% |
| 3M | -12.5% | +17.0% | -29.5% | -16.5% |
| 6M | -25.8% | +28.4% | -54.2% | -31.1% |
| YTD | -36.4% | +24.8% | -61.2% | -40.6% |
| 1Y | -19.9% | +42.9% | -62.8% | -28.2% |
| 3Y | +20.9% | +92.7% | -71.8% | -3.3% |
| 5Y | +5.7% | +73.3% | -67.7% | -13.8% |
| All | +374.7% | +56.5% | +318.2% | +291.2% |
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