+247.9%
KDP vs INCY
+15.3%
+232.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | +9.7% | +8.4% | +1.3% | +8.9% |
| 3M | +17.6% | +0.4% | +17.2% | +17.5% |
| 6M | +25.8% | +22.4% | +3.4% | +23.2% |
| YTD | +33.9% | +22.5% | +11.4% | +30.8% |
| 1Y | +38.9% | +14.8% | +24.1% | +36.5% |
| 3Y | +26.8% | +127.7% | -100.9% | +15.3% |
| 5Y | +16.3% | +84.4% | -68.0% | +7.6% |
| All | +247.9% | +15.3% | +232.5% | +219.7% |
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