+9.2%
O vs INCY
+86.9%
-77.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.4% | +3.1% | -3.5% | -0.9% |
| 30D | +8.3% | +12.0% | -3.8% | +6.5% |
| 3M | -4.0% | +0.8% | -4.7% | -4.2% |
| 6M | -2.6% | +22.8% | -25.4% | -5.8% |
| YTD | +9.9% | +23.2% | -13.3% | +5.8% |
| 1Y | +9.8% | +12.4% | -2.6% | +7.2% |
| 3Y | +39.7% | +132.1% | -92.3% | +16.1% |
| 5Y | +9.2% | +85.5% | -76.3% | -7.1% |
| All | +9.2% | +86.9% | -77.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling