+314.8%
KGC vs INCY
+133.6%
+181.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.5% |
| 7D | -4.1% | +3.1% | -7.2% | -4.3% |
| 30D | -11.6% | +12.0% | -23.7% | -12.4% |
| 3M | -24.5% | +0.8% | -25.3% | -24.5% |
| 6M | -34.6% | +22.8% | -57.3% | -35.3% |
| YTD | -26.2% | +23.2% | -49.4% | -27.2% |
| 1Y | -20.1% | +12.4% | -32.5% | -21.0% |
| All | +314.8% | +133.6% | +181.2% | +323.5% |
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