+435.6%
KGC vs INCY
+6,534.7%
-6,099.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -2.2% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +9.2% | +3.2% | +6.0% | +9.1% |
| 3M | +16.7% | +23.6% | -6.9% | +15.6% |
| 6M | -7.0% | +29.7% | -36.7% | -8.2% |
| YTD | +7.5% | +25.9% | -18.5% | +6.2% |
| 1Y | +34.4% | +43.7% | -9.4% | +32.0% |
| 3Y | +552.0% | +94.4% | +457.5% | +529.2% |
| 5Y | +454.5% | +68.0% | +386.6% | +437.7% |
| 10Y | +658.7% | +52.5% | +606.2% | +629.4% |
| All | +435.6% | +6,534.7% | -6,099.0% | +362.8% |
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