+281.3%
P vs INCY
+67.3%
+214.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +6.5% | +1.9% | +4.6% | +6.1% |
| 30D | +18.8% | +5.8% | +13.0% | +17.4% |
| 3M | +26.7% | +25.2% | +1.6% | +19.9% |
| 6M | +62.2% | +28.2% | +34.0% | +52.1% |
| YTD | +48.5% | +28.3% | +20.2% | +39.0% |
| 1Y | +26.4% | +48.3% | -22.0% | +13.6% |
| 3Y | +159.4% | +95.9% | +63.5% | +112.4% |
| All | +281.3% | +67.3% | +214.0% | +202.4% |
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 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