-41.9%
IT vs INCY
+69.3%
-111.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.7% | +5.6% |
| 7D | -3.7% | -4.2% | +0.5% | -2.7% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +20.7% | +12.6% | +8.0% | +17.5% |
| 6M | +12.0% | +28.3% | -16.4% | +5.7% |
| YTD | -28.8% | +23.0% | -51.8% | -32.2% |
| 1Y | -25.5% | +41.0% | -66.5% | -31.6% |
| 3Y | -48.8% | +88.6% | -137.3% | -57.0% |
| All | -41.9% | +69.3% | -111.2% | -51.0% |
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