+17.4%
KEYS vs INCY
+31.3%
-14.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.5% |
| 7D | +2.9% | -2.2% | +5.1% | +2.5% |
| 30D | -1.3% | +3.7% | -5.0% | -0.5% |
| 3M | -0.1% | +22.1% | -22.2% | +1.3% |
| 6M | +17.4% | +29.8% | -12.4% | +17.7% |
| All | +17.4% | +31.3% | -14.0% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling