+1,156.6%
KMB vs INCY
+6,390.7%
-5,234.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | +3.1% | -6.1% | -3.1% |
| 30D | +9.1% | +12.0% | -3.0% | +8.5% |
| 3M | -0.4% | +0.8% | -1.2% | -0.5% |
| 6M | +13.0% | +22.8% | -9.8% | +11.8% |
| YTD | +10.3% | +23.2% | -12.9% | +9.1% |
| 1Y | +8.2% | +12.4% | -4.2% | +7.4% |
| 3Y | +0.4% | +132.1% | -131.7% | -4.3% |
| 5Y | -2.7% | +85.5% | -88.2% | -6.4% |
| 10Y | +35.7% | +16.4% | +19.2% | +31.4% |
| All | +1,156.6% | +6,390.7% | -5,234.0% | +727.7% |
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 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