-9.9%
LOW vs INCY
+89.7%
-99.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -3.7% | -4.2% | +0.4% | -3.1% |
| 30D | -8.9% | +0.6% | -9.4% | -9.0% |
| 3M | -10.4% | +12.6% | -23.1% | -12.1% |
| 6M | -19.4% | +28.3% | -47.7% | -22.6% |
| YTD | -17.1% | +23.0% | -40.1% | -20.2% |
| 1Y | -26.3% | +41.0% | -67.2% | -30.9% |
| 3Y | -9.9% | +88.6% | -98.5% | -22.4% |
| All | -9.9% | +89.7% | -99.6% | -22.4% |
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 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