+1,527.5%
META vs INCY
+474.6%
+1,052.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | +1.9% | +4.8% | +6.2% |
| 30D | +4.8% | +5.8% | -1.0% | +3.4% |
| 3M | -1.6% | +25.2% | -26.8% | -7.0% |
| 6M | -7.5% | +28.2% | -35.7% | -13.0% |
| YTD | -6.4% | +28.3% | -34.7% | -12.3% |
| 1Y | -17.3% | +48.3% | -65.7% | -25.5% |
| 3Y | +109.9% | +95.9% | +14.0% | +72.7% |
| 5Y | +65.4% | +66.6% | -1.2% | +41.7% |
| 10Y | +391.8% | +54.5% | +337.3% | +308.4% |
| All | +1,527.5% | +474.6% | +1,052.9% | +960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling