-20.8%
KMB vs INCY
+45.9%
-66.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | -8.6% | -2.2% | -6.4% | -8.6% |
| 30D | -7.5% | +3.7% | -11.2% | -7.4% |
| 3M | -0.6% | +22.1% | -22.7% | +1.0% |
| 6M | -1.5% | +29.8% | -31.3% | +0.7% |
| YTD | +1.6% | +27.6% | -26.0% | +4.2% |
| 1Y | -20.8% | +47.2% | -68.0% | -16.4% |
| All | -20.8% | +45.9% | -66.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling