+26.0%
MAR vs INCY
+41.2%
-15.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -0.5% | -4.2% | +3.6% | +0.1% |
| 30D | -5.4% | +0.6% | -6.0% | -5.5% |
| 3M | -15.5% | +12.6% | -28.2% | -17.0% |
| 6M | +3.0% | +28.3% | -25.4% | -1.6% |
| YTD | +8.5% | +23.0% | -14.5% | +1.9% |
| 1Y | +26.0% | +41.0% | -15.0% | +13.3% |
| All | +26.0% | +41.2% | -15.3% | +13.3% |
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