-51.6%
IT vs INCY
+96.8%
-148.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -9.1% | -2.2% | -6.9% | -8.7% |
| 30D | -12.2% | +3.7% | -15.8% | -12.9% |
| 3M | +7.8% | +22.1% | -14.3% | +3.8% |
| 6M | +2.0% | +29.8% | -27.8% | -3.1% |
| YTD | -32.7% | +27.6% | -60.3% | -35.9% |
| 1Y | -31.1% | +47.2% | -78.3% | -36.3% |
| All | -51.6% | +96.8% | -148.4% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling