+266.4%
KDP vs INCY
+17.7%
+248.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.6% |
| 7D | +4.0% | -0.5% | +4.4% | +4.0% |
| 30D | +16.8% | +9.8% | +7.0% | +15.7% |
| 3M | +32.0% | +1.0% | +31.0% | +31.8% |
| 6M | +35.2% | +21.9% | +13.3% | +32.4% |
| YTD | +40.9% | +23.8% | +17.1% | +37.5% |
| 1Y | +47.7% | +13.0% | +34.6% | +45.3% |
| 3Y | +34.8% | +133.2% | -98.4% | +22.2% |
| 5Y | +22.6% | +87.8% | -65.2% | +13.2% |
| 10Y | +266.4% | +17.0% | +249.4% | +236.4% |
| All | +266.4% | +17.7% | +248.7% | +236.4% |
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