+13.8%
KMB vs INCY
+56.5%
-42.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -7.7% | -3.7% | -4.0% | -7.4% |
| 30D | -8.2% | +1.8% | -10.0% | -8.4% |
| 3M | -1.9% | +17.0% | -18.9% | -3.2% |
| 6M | -0.7% | +28.4% | -29.1% | -2.8% |
| YTD | +1.4% | +24.8% | -23.4% | -0.7% |
| 1Y | -19.1% | +42.9% | -62.1% | -21.9% |
| 3Y | -12.6% | +92.7% | -105.3% | -18.7% |
| 5Y | -12.7% | +73.3% | -86.0% | -18.4% |
| All | +13.8% | +56.5% | -42.7% | +1.7% |
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