+90.1%
KEYS vs INCY
+69.3%
+20.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +3.5% | -4.2% | +7.7% | +4.4% |
| 30D | -4.5% | +0.6% | -5.1% | -4.7% |
| 3M | -0.4% | +12.6% | -13.1% | -3.9% |
| 6M | +19.1% | +28.3% | -9.2% | +11.0% |
| YTD | +66.7% | +23.0% | +43.7% | +56.6% |
| 1Y | +96.5% | +41.0% | +55.5% | +77.7% |
| 3Y | +155.2% | +88.6% | +66.6% | +109.5% |
| All | +90.1% | +69.3% | +20.8% | +56.9% |
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