+2,896.3%
KLAC vs INCY
+54.2%
+2,842.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.4% |
| 7D | -2.7% | -4.2% | +1.5% | -1.4% |
| 30D | -13.2% | +0.6% | -13.7% | -13.5% |
| 3M | -25.0% | +12.6% | -37.7% | -28.6% |
| 6M | +23.6% | +28.3% | -4.7% | +12.5% |
| YTD | +49.2% | +23.0% | +26.2% | +37.6% |
| 1Y | +89.3% | +41.0% | +48.4% | +66.3% |
| 3Y | +274.4% | +88.6% | +185.8% | +188.7% |
| 5Y | +440.9% | +70.8% | +370.2% | +327.3% |
| All | +2,896.3% | +54.2% | +2,842.1% | +2,335.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling