+50.7%
O vs INCY
+54.2%
-3.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.9% | -4.2% | +1.3% | -2.3% |
| 30D | -4.5% | +0.6% | -5.1% | -4.6% |
| 3M | -2.6% | +12.6% | -15.3% | -4.2% |
| 6M | -5.6% | +28.3% | -33.9% | -8.8% |
| YTD | +9.3% | +23.0% | -13.7% | +6.0% |
| 1Y | +4.3% | +41.0% | -36.7% | -0.8% |
| 3Y | +27.4% | +88.6% | -61.2% | +15.2% |
| 5Y | +17.1% | +70.8% | -53.7% | +6.5% |
| All | +50.7% | +54.2% | -3.5% | +31.7% |
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