-24.4%
ISRG vs INCY
+45.9%
-70.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.6% |
| 30D | -10.2% | +3.7% | -13.9% | -10.8% |
| 3M | -17.2% | +22.1% | -39.3% | -20.6% |
| 6M | -28.4% | +29.8% | -58.2% | -32.6% |
| YTD | -37.6% | +27.6% | -65.2% | -41.4% |
| 1Y | -24.4% | +47.2% | -71.7% | -31.3% |
| All | -24.4% | +45.9% | -70.3% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling