+294.5%
KEEL vs INCY
+49.2%
+245.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.2% | +4.3% |
| 7D | +2.9% | -4.2% | +7.0% | +4.4% |
| 30D | +0.8% | +0.6% | +0.3% | +0.7% |
| 3M | -35.3% | +12.6% | -48.0% | -38.9% |
| 6M | +59.4% | +28.3% | +31.1% | +42.7% |
| YTD | +51.9% | +23.0% | +28.9% | +38.0% |
| 1Y | +75.0% | +41.0% | +34.0% | +51.7% |
| 3Y | +224.5% | +88.6% | +136.0% | +150.7% |
| 5Y | -35.9% | +70.8% | -106.7% | -48.3% |
| All | +294.5% | +49.2% | +245.3% | +222.0% |
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