+485.4%
P vs INCY
+3.6%
+481.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +6.5% | +1.9% | +4.6% | +6.0% |
| 30D | +18.8% | +5.8% | +13.0% | +16.9% |
| 3M | +26.7% | +25.2% | +1.6% | +18.2% |
| 6M | +62.2% | +28.2% | +34.0% | +49.8% |
| YTD | +48.5% | +28.3% | +20.2% | +36.8% |
| 1Y | +26.4% | +48.3% | -22.0% | +11.2% |
| 3Y | +159.4% | +95.9% | +63.5% | +104.7% |
| 5Y | +275.8% | +66.6% | +209.2% | +208.1% |
| 10Y | +732.0% | +54.5% | +677.5% | +533.1% |
| All | +485.4% | +3.6% | +481.7% | +341.5% |
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 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