+375.1%
META vs INCY
+51.3%
+323.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +3.6% | +3.2% | +0.4% | +2.6% |
| 3M | +4.9% | +23.6% | -18.7% | -1.7% |
| 6M | -4.7% | +29.7% | -34.4% | -11.9% |
| YTD | -6.9% | +25.9% | -32.8% | -13.7% |
| 1Y | -18.2% | +43.7% | -61.9% | -27.4% |
| 3Y | +107.8% | +94.4% | +13.3% | +62.5% |
| 5Y | +63.9% | +68.0% | -4.1% | +34.8% |
| 10Y | +375.1% | +52.5% | +322.5% | +260.6% |
| All | +375.1% | +51.3% | +323.7% | +260.6% |
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