+9,761.8%
LOW vs INCY
+6,534.7%
+3,227.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -10.1% | +3.2% | -13.3% | -10.4% |
| 3M | -2.9% | +23.6% | -26.5% | -5.3% |
| 6M | -19.4% | +29.7% | -49.1% | -21.9% |
| YTD | -15.4% | +25.9% | -41.4% | -17.9% |
| 1Y | -24.9% | +43.7% | -68.7% | -28.3% |
| 3Y | -7.8% | +94.4% | -102.3% | -15.7% |
| 5Y | +8.4% | +68.0% | -59.6% | +0.3% |
| 10Y | +226.8% | +52.5% | +174.3% | +197.3% |
| All | +9,761.8% | +6,534.7% | +3,227.1% | +3,928.0% |
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 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