+730.4%
P vs INCY
+54.2%
+676.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.1% |
| 7D | +7.8% | -0.5% | +8.3% | +7.9% |
| 30D | +12.3% | +3.2% | +9.1% | +11.2% |
| 3M | +37.1% | +23.6% | +13.5% | +28.2% |
| 6M | +66.1% | +29.7% | +36.4% | +52.6% |
| YTD | +50.9% | +25.9% | +25.0% | +39.5% |
| 1Y | +27.2% | +43.7% | -16.5% | +12.6% |
| 3Y | +158.7% | +94.4% | +64.2% | +103.2% |
| 5Y | +291.1% | +68.0% | +223.1% | +217.9% |
| All | +730.4% | +54.2% | +676.2% | +574.5% |
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