+72,922.1%
KLAC vs INCY
+6,534.7%
+66,387.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | +10.6% | -0.5% | +11.1% | +10.7% |
| 30D | -4.5% | +3.2% | -7.7% | -5.2% |
| 3M | -10.3% | +23.6% | -33.9% | -14.4% |
| 6M | +40.9% | +29.7% | +11.2% | +33.0% |
| YTD | +56.1% | +25.9% | +30.2% | +48.2% |
| 1Y | +109.0% | +43.7% | +65.3% | +93.0% |
| 3Y | +288.8% | +94.4% | +194.4% | +232.7% |
| 5Y | +489.1% | +68.0% | +421.2% | +415.9% |
| 10Y | +3,041.8% | +52.5% | +2,989.2% | +2,611.0% |
| All | +72,922.1% | +6,534.7% | +66,387.4% | +25,580.8% |
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