+1,071.7%
KEYS vs INCY
+151.5%
+920.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | -1.3% | +3.7% | -5.0% | -2.2% |
| 3M | -0.1% | +22.1% | -22.2% | -5.4% |
| 6M | +17.4% | +29.8% | -12.4% | +9.3% |
| YTD | +62.9% | +27.6% | +35.3% | +52.1% |
| 1Y | +95.7% | +47.2% | +48.5% | +76.2% |
| 3Y | +150.2% | +97.0% | +53.2% | +106.0% |
| 5Y | +83.1% | +73.4% | +9.7% | +53.8% |
| 10Y | +1,020.9% | +59.2% | +961.7% | +806.0% |
| All | +1,071.7% | +151.5% | +920.2% | +752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling