+100.0%
IT vs INCY
+54.2%
+45.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.7% | +5.5% |
| 7D | -3.7% | -4.2% | +0.5% | -2.9% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +20.7% | +12.6% | +8.0% | +18.1% |
| 6M | +12.0% | +28.3% | -16.4% | +6.7% |
| YTD | -28.8% | +23.0% | -51.8% | -31.7% |
| 1Y | -25.5% | +41.0% | -66.5% | -30.5% |
| 3Y | -48.8% | +88.6% | -137.3% | -55.3% |
| 5Y | -42.7% | +70.8% | -113.5% | -49.5% |
| All | +100.0% | +54.2% | +45.8% | +77.2% |
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