+33.3%
KORU vs INCY
+482.8%
-449.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +20.1% | -2.2% | +22.3% | +21.1% |
| 30D | +47.5% | +3.7% | +43.8% | +45.4% |
| 3M | -30.1% | +22.1% | -52.1% | -37.1% |
| 6M | +20.1% | +29.8% | -9.6% | +5.5% |
| YTD | +166.6% | +27.6% | +139.0% | +137.2% |
| 1Y | +458.9% | +47.2% | +411.7% | +368.0% |
| 3Y | +531.8% | +97.0% | +434.8% | +357.2% |
| 5Y | +67.7% | +73.4% | -5.7% | +26.7% |
| 10Y | +91.6% | +59.2% | +32.3% | +46.0% |
| All | +33.3% | +482.8% | -449.5% | -6.8% |
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 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