+10.6%
KR vs INCY
+20.6%
-10.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.2% | +3.0% |
| 7D | +6.1% | +5.1% | +1.0% | +5.8% |
| 30D | +17.3% | +7.6% | +9.7% | +16.9% |
| 3M | +20.2% | +1.9% | +18.3% | +19.8% |
| 6M | +3.3% | +26.5% | -23.1% | +4.1% |
| YTD | +12.3% | +24.4% | -12.1% | +14.4% |
| 1Y | +10.6% | +19.4% | -8.7% | +11.5% |
| All | +10.6% | +20.6% | -10.0% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling