+15.3%
O vs INCY
+69.9%
-54.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -2.4% | +3.7% | -6.1% | -3.0% |
| 3M | -0.6% | +22.1% | -22.7% | -3.4% |
| 6M | -5.0% | +29.8% | -34.8% | -8.5% |
| YTD | +10.4% | +27.6% | -17.2% | +6.2% |
| 1Y | +6.6% | +47.2% | -40.6% | +0.2% |
| 3Y | +28.4% | +97.0% | -68.6% | +13.0% |
| 5Y | +15.3% | +73.4% | -58.1% | +2.2% |
| All | +15.3% | +69.9% | -54.6% | +2.2% |
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