+1,232.8%
KDP vs INCY
+1,031.0%
+201.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.0% | +3.1% | -7.1% | -4.3% |
| 30D | +8.5% | +12.0% | -3.6% | +7.0% |
| 3M | +20.7% | +0.8% | +19.9% | +20.5% |
| 6M | +23.2% | +22.8% | +0.4% | +20.0% |
| YTD | +30.5% | +23.2% | +7.3% | +26.8% |
| 1Y | +35.9% | +12.4% | +23.5% | +33.3% |
| 3Y | +24.8% | +132.1% | -107.3% | +11.2% |
| 5Y | +13.4% | +85.5% | -72.1% | +3.1% |
| 10Y | +239.3% | +16.4% | +222.9% | +213.0% |
| All | +1,232.8% | +1,031.0% | +201.8% | +572.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling