+35.5%
KMB vs INCY
+16.0%
+19.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | +3.1% | -6.1% | -3.2% |
| 30D | +9.1% | +12.0% | -3.0% | +8.0% |
| 3M | -0.4% | +0.8% | -1.2% | -0.5% |
| 6M | +13.0% | +22.8% | -9.8% | +10.9% |
| YTD | +10.3% | +23.2% | -12.9% | +8.1% |
| 1Y | +8.2% | +12.4% | -4.2% | +6.8% |
| 3Y | +0.4% | +132.1% | -131.7% | -8.5% |
| 5Y | -2.7% | +85.5% | -88.2% | -9.7% |
| All | +35.5% | +16.0% | +19.4% | +27.5% |
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