-8.6%
KMB vs INCY
+95.0%
-103.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -5.0% | +3.2% | -8.2% | -5.2% |
| 3M | +6.6% | +23.6% | -17.0% | +5.8% |
| 6M | +1.0% | +29.7% | -28.7% | 0.0% |
| YTD | +6.0% | +25.9% | -20.0% | +4.9% |
| 1Y | -16.6% | +43.7% | -60.3% | -18.3% |
| 3Y | -8.6% | +94.4% | -103.1% | -15.8% |
| All | -8.6% | +95.0% | -103.6% | -15.8% |
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 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