-1.1%
KVUE vs INCY
+41.2%
-42.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -5.1% | -4.2% | -1.0% | -4.3% |
| 30D | -6.3% | +0.6% | -6.9% | -6.5% |
| 3M | -0.5% | +12.6% | -13.2% | -2.8% |
| 6M | +3.1% | +28.3% | -25.2% | -2.3% |
| YTD | +6.7% | +23.0% | -16.3% | -0.2% |
| 1Y | -1.1% | +41.0% | -42.1% | -18.0% |
| All | -1.1% | +41.2% | -42.4% | -18.0% |
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 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