+52.0%
KR vs INCY
+69.3%
-17.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | +5.1% | +0.6% | +4.5% | +5.0% |
| 3M | -8.2% | +12.6% | -20.8% | -8.6% |
| 6M | -18.0% | +28.3% | -46.3% | -18.7% |
| YTD | -4.8% | +23.0% | -27.8% | -5.5% |
| 1Y | -11.0% | +41.0% | -52.0% | -12.4% |
| 3Y | +37.7% | +88.6% | -50.9% | +33.0% |
| All | +52.0% | +69.3% | -17.2% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling