-18.2%
META vs INCY
+43.8%
-62.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | +3.6% | +3.2% | +0.4% | +3.4% |
| 3M | +4.9% | +23.6% | -18.7% | +2.8% |
| 6M | -4.7% | +29.7% | -34.4% | -7.6% |
| YTD | -6.9% | +25.9% | -32.8% | -9.4% |
| 1Y | -18.2% | +43.7% | -61.9% | -17.9% |
| All | -18.2% | +43.8% | -62.0% | -17.9% |
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