+447.1%
META vs INCY
+16.0%
+431.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +3.1% | +3.1% | -0.1% | +2.2% |
| 30D | -18.2% | +12.0% | -30.3% | -20.9% |
| 3M | +7.8% | +0.8% | +7.0% | +7.1% |
| 6M | +3.6% | +22.8% | -19.2% | -3.3% |
| YTD | -5.3% | +23.2% | -28.5% | -12.1% |
| 1Y | +2.7% | +12.4% | -9.7% | -2.2% |
| 3Y | +91.5% | +132.1% | -40.6% | +39.6% |
| 5Y | +84.7% | +85.5% | -0.8% | +46.6% |
| All | +447.1% | +16.0% | +431.0% | +339.2% |
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