-8.7%
KVUE vs INCY
+89.7%
-98.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -5.1% | -4.2% | -1.0% | -4.7% |
| 30D | -6.3% | +0.6% | -6.9% | -6.4% |
| 3M | -0.5% | +12.6% | -13.2% | -1.8% |
| 6M | +3.1% | +28.3% | -25.2% | +0.4% |
| YTD | +6.7% | +23.0% | -16.3% | +4.0% |
| 1Y | -1.1% | +41.0% | -42.1% | -4.8% |
| 3Y | -8.7% | +88.6% | -97.3% | -17.0% |
| All | -8.7% | +89.7% | -98.5% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling