+133.4%
KR vs INCY
+54.2%
+79.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | -0.2% | -4.2% | +4.0% | +0.1% |
| 30D | +5.1% | +0.6% | +4.5% | +5.0% |
| 3M | -8.2% | +12.6% | -20.8% | -8.9% |
| 6M | -18.0% | +28.3% | -46.3% | -19.3% |
| YTD | -4.8% | +23.0% | -27.8% | -6.1% |
| 1Y | -11.0% | +41.0% | -52.0% | -13.2% |
| 3Y | +37.7% | +88.6% | -50.9% | +30.9% |
| 5Y | +52.8% | +70.8% | -18.0% | +45.8% |
| All | +133.4% | +54.2% | +79.2% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling