+268.8%
KGC vs INCY
+6,351.7%
-6,082.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -6.7% | +1.1% | -7.8% | -6.7% |
| 30D | -6.7% | +8.4% | -15.1% | -7.0% |
| 3M | -22.6% | +0.4% | -23.0% | -22.6% |
| 6M | -33.4% | +22.4% | -55.8% | -34.1% |
| YTD | -26.0% | +22.5% | -48.5% | -26.8% |
| 1Y | -18.3% | +14.8% | -33.1% | -18.9% |
| 3Y | +315.8% | +127.7% | +188.1% | +298.5% |
| 5Y | +225.7% | +84.4% | +141.3% | +214.7% |
| 10Y | +610.5% | +15.7% | +594.7% | +591.0% |
| All | +268.8% | +6,351.7% | -6,082.9% | +219.0% |
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