+75.0%
KEEL vs INCY
+41.2%
+33.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.2% | +4.2% |
| 7D | +2.9% | -4.2% | +7.0% | +4.1% |
| 30D | +0.8% | +0.6% | +0.3% | +0.8% |
| 3M | -35.3% | +12.6% | -48.0% | -39.6% |
| 6M | +59.4% | +28.3% | +31.1% | +35.4% |
| YTD | +51.9% | +23.0% | +28.9% | +30.6% |
| 1Y | +75.0% | +41.0% | +34.0% | +43.3% |
| All | +75.0% | +41.2% | +33.8% | +43.3% |
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