+0.1%
KMB vs INCY
+133.6%
-133.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.3% |
| 3M | -0.4% | +0.8% | -1.2% | -0.5% |
| 6M | +13.0% | +22.8% | -9.8% | +12.2% |
| YTD | +10.3% | +23.2% | -12.9% | +9.3% |
| 1Y | +8.2% | +12.4% | -4.2% | +7.5% |
| All | +0.1% | +133.6% | -133.6% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling