+177.6%
KEEL vs INCY
+45.3%
+132.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +7.8% | +1.9% | +5.9% | +7.2% |
| 30D | -11.7% | +5.8% | -17.5% | -12.8% |
| 3M | -41.5% | +25.2% | -66.7% | -47.8% |
| 6M | +54.9% | +28.2% | +26.7% | +35.5% |
| YTD | +47.7% | +28.3% | +19.3% | +27.4% |
| 1Y | +177.6% | +48.3% | +129.3% | +140.4% |
| All | +177.6% | +45.3% | +132.3% | +140.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling