+433.3%
KLAC vs INCY
+69.3%
+364.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.3% |
| 7D | -2.7% | -4.2% | +1.5% | -1.6% |
| 30D | -13.2% | +0.6% | -13.7% | -13.4% |
| 3M | -25.0% | +12.6% | -37.7% | -28.2% |
| 6M | +23.6% | +28.3% | -4.7% | +13.7% |
| YTD | +49.2% | +23.0% | +26.2% | +39.0% |
| 1Y | +89.3% | +41.0% | +48.4% | +69.1% |
| 3Y | +274.4% | +88.6% | +185.8% | +199.6% |
| All | +433.3% | +69.3% | +364.0% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling