+17,983.8%
ISRG vs INCY
+214.2%
+17,769.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -2.3% | +5.8% | -8.1% | -3.4% |
| 3M | -12.4% | +25.2% | -37.6% | -16.5% |
| 6M | -26.8% | +28.2% | -55.0% | -30.7% |
| YTD | -35.3% | +28.3% | -63.6% | -38.8% |
| 1Y | -19.3% | +48.3% | -67.7% | -26.0% |
| 3Y | +18.1% | +95.9% | -77.8% | +0.7% |
| 5Y | +2.6% | +66.6% | -63.9% | -10.3% |
| 10Y | +379.4% | +54.5% | +324.9% | +307.7% |
| All | +17,983.8% | +214.2% | +17,769.7% | +7,876.9% |
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 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