+1,130.5%
KMB vs INCY
+6,660.0%
-5,529.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.0% | +1.9% | -5.0% | -3.1% |
| 30D | -5.5% | +5.8% | -11.3% | -5.7% |
| 3M | +14.0% | +25.2% | -11.2% | +12.7% |
| 6M | +4.1% | +28.2% | -24.1% | +2.8% |
| YTD | +8.0% | +28.3% | -20.3% | +6.6% |
| 1Y | -13.7% | +48.3% | -62.1% | -15.6% |
| 3Y | -5.9% | +95.9% | -101.9% | -9.6% |
| 5Y | -8.6% | +66.6% | -75.2% | -11.7% |
| 10Y | +17.3% | +54.5% | -37.3% | +12.1% |
| All | +1,130.5% | +6,660.0% | -5,529.5% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling