+124.0%
KEY vs INCY
+95.0%
+29.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -3.2% | +3.2% | -6.4% | -3.9% |
| 3M | +1.0% | +23.6% | -22.7% | -4.2% |
| 6M | +11.9% | +29.7% | -17.8% | +4.8% |
| YTD | +8.7% | +25.9% | -17.2% | +2.1% |
| 1Y | +18.5% | +43.7% | -25.2% | +6.8% |
| 3Y | +124.0% | +94.4% | +29.5% | +78.3% |
| All | +124.0% | +95.0% | +29.0% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling