+433.8%
MAR vs INCY
+54.2%
+379.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -0.5% | -4.2% | +3.6% | +0.3% |
| 30D | -5.4% | +0.6% | -6.0% | -5.6% |
| 3M | -15.5% | +12.6% | -28.2% | -17.8% |
| 6M | +3.0% | +28.3% | -25.4% | -2.5% |
| YTD | +8.5% | +23.0% | -14.5% | +3.2% |
| 1Y | +26.0% | +41.0% | -15.0% | +16.2% |
| 3Y | +68.6% | +88.6% | -20.0% | +44.1% |
| 5Y | +157.4% | +70.8% | +86.6% | +122.6% |
| All | +433.8% | +54.2% | +379.6% | +346.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling