+113.7%
KLAC vs INCY
+45.3%
+68.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.5% |
| 7D | +5.7% | +1.9% | +3.8% | +5.3% |
| 30D | -3.6% | +5.8% | -9.4% | -4.9% |
| 3M | -12.8% | +25.2% | -38.0% | -19.6% |
| 6M | +26.1% | +28.2% | -2.2% | +14.6% |
| YTD | +53.3% | +28.3% | +25.0% | +39.3% |
| 1Y | +113.7% | +48.3% | +65.3% | +80.2% |
| All | +113.7% | +45.3% | +68.4% | +80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling