+9.7%
O vs INCY
+12.8%
-3.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +7.1% | +8.4% | -1.3% | +6.3% |
| 3M | -5.2% | +0.4% | -5.6% | -5.4% |
| 6M | -1.8% | +22.4% | -24.2% | -3.1% |
| YTD | +9.1% | +22.5% | -13.4% | +6.4% |
| 1Y | +9.7% | +14.8% | -5.1% | +8.4% |
| All | +9.7% | +12.8% | -3.1% | +8.4% |
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