+152.5%
KRE vs INCY
+2,847.9%
-2,695.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -2.5% | +3.2% | -5.7% | -3.4% |
| 3M | +6.2% | +23.6% | -17.4% | +0.2% |
| 6M | +15.8% | +29.7% | -13.8% | +7.7% |
| YTD | +16.0% | +25.9% | -10.0% | +8.3% |
| 1Y | +16.2% | +43.7% | -27.5% | +4.4% |
| 3Y | +86.4% | +94.4% | -8.0% | +52.0% |
| 5Y | +33.0% | +68.0% | -35.0% | +11.4% |
| 10Y | +123.0% | +52.5% | +70.5% | +74.9% |
| All | +152.5% | +2,847.9% | -2,695.3% | -47.6% |
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