-4.4%
KVUE vs INCY
+45.3%
-49.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.2% | +1.9% | -4.2% | -2.6% |
| 30D | -3.7% | +5.8% | -9.5% | -4.7% |
| 3M | +12.3% | +25.2% | -12.9% | +7.7% |
| 6M | +5.4% | +28.2% | -22.8% | +0.7% |
| YTD | +12.4% | +28.3% | -15.9% | +5.0% |
| 1Y | -4.4% | +48.3% | -52.7% | -18.4% |
| All | -4.4% | +45.3% | -49.6% | -18.4% |
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