+13.9%
KEY vs INCY
+79.4%
-65.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.5% | +2.3% | -1.8% | -0.1% |
| 30D | +6.9% | +6.7% | +0.2% | +4.9% |
| 3M | -5.0% | -1.0% | -4.0% | -5.1% |
| 6M | +0.7% | +22.1% | -21.3% | -5.7% |
| YTD | +6.5% | +21.8% | -15.3% | -0.9% |
| 1Y | +22.6% | +13.5% | +9.1% | +16.3% |
| 3Y | +125.3% | +129.4% | -4.1% | +61.1% |
| 5Y | +13.9% | +84.0% | -70.1% | -9.1% |
| All | +13.9% | +79.4% | -65.5% | -9.1% |
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