+5,387.7%
O vs INCY
+6,441.9%
-1,054.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.7% | +1.9% | -2.7% | -0.9% |
| 30D | -1.9% | +5.8% | -7.7% | -2.5% |
| 3M | +3.8% | +25.2% | -21.4% | +1.4% |
| 6M | -4.7% | +28.2% | -33.0% | -7.3% |
| YTD | +12.5% | +28.3% | -15.9% | +9.3% |
| 1Y | +10.8% | +48.3% | -37.5% | +6.0% |
| 3Y | +28.8% | +95.9% | -67.2% | +18.6% |
| 5Y | +13.2% | +66.6% | -53.4% | +5.5% |
| 10Y | +53.5% | +54.5% | -1.1% | +39.6% |
| All | +5,387.7% | +6,441.9% | -1,054.2% | +3,100.3% |
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