+2.6%
META vs INCY
+13.5%
-10.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.3% | +2.3% | +1.0% | +3.2% |
| 30D | -10.8% | +6.7% | -17.4% | -11.2% |
| 3M | +7.9% | -1.0% | +8.9% | +8.3% |
| 6M | +5.4% | +22.1% | -16.7% | +1.3% |
| YTD | -2.6% | +21.8% | -24.4% | -7.1% |
| All | +2.6% | +13.5% | -10.9% | +1.0% |
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