+105.3%
KEY vs INCY
+14.6%
+90.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.5% | +2.3% | -1.8% | 0.0% |
| 30D | +6.9% | +6.7% | +0.2% | +5.2% |
| 3M | -5.0% | -1.0% | -4.0% | -5.0% |
| 6M | +0.7% | +22.1% | -21.3% | -4.6% |
| YTD | +6.5% | +21.8% | -15.3% | +0.5% |
| 1Y | +22.6% | +13.5% | +9.1% | +17.5% |
| 3Y | +125.3% | +129.4% | -4.1% | +78.7% |
| 5Y | +13.9% | +84.0% | -70.1% | -5.1% |
| 10Y | +105.3% | +14.9% | +90.5% | +67.9% |
| All | +105.3% | +14.6% | +90.8% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling