+28.1%
ISRG vs INCY
+81.8%
-53.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | +5.4% | +1.5% | +3.9% | +5.1% |
| 30D | +8.6% | +8.1% | +0.6% | +6.7% |
| 3M | +21.6% | +1.1% | +20.5% | +21.1% |
| 6M | +2.3% | +23.7% | -21.3% | -3.3% |
| YTD | -18.7% | +23.4% | -42.1% | -23.4% |
| 1Y | -17.8% | +15.0% | -32.8% | -21.3% |
| 3Y | +69.1% | +132.1% | -63.0% | +27.3% |
| All | +28.1% | +81.8% | -53.7% | +4.6% |
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