-35.3%
KEEL vs INCY
+69.3%
-104.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.2% | +4.5% |
| 7D | +2.9% | -4.2% | +7.0% | +5.0% |
| 30D | +0.8% | +0.6% | +0.3% | +0.6% |
| 3M | -35.3% | +12.6% | -48.0% | -40.6% |
| 6M | +59.4% | +28.3% | +31.1% | +35.2% |
| YTD | +51.9% | +23.0% | +28.9% | +31.5% |
| 1Y | +75.0% | +41.0% | +34.0% | +40.5% |
| 3Y | +224.5% | +88.6% | +136.0% | +115.4% |
| All | -35.3% | +69.3% | -104.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling