-3.0%
ISRG vs INCY
+67.2%
-70.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.7% | -4.1% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -7.6% | +3.2% | -10.7% | -8.2% |
| 3M | -16.4% | +23.6% | -40.0% | -20.5% |
| 6M | -28.6% | +29.7% | -58.2% | -33.0% |
| YTD | -38.2% | +25.9% | -64.1% | -41.8% |
| 1Y | -25.5% | +43.7% | -69.2% | -32.1% |
| 3Y | +17.4% | +94.4% | -77.0% | -3.3% |
| 5Y | -3.0% | +68.0% | -70.9% | -17.9% |
| All | -3.0% | +67.2% | -70.1% | -17.9% |
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