+526.5%
P vs INCY
0.0%
+526.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.4% |
| 30D | -31.4% | +9.8% | -41.2% | -33.2% |
| 3M | -2.6% | +1.0% | -3.6% | -3.3% |
| 6M | +21.9% | +21.9% | +0.1% | +13.9% |
| YTD | +58.9% | +23.8% | +35.1% | +47.3% |
| 1Y | +21.7% | +13.0% | +8.7% | +15.6% |
| 3Y | +193.3% | +133.2% | +60.1% | +118.7% |
| 5Y | +275.1% | +87.8% | +187.3% | +197.1% |
| 10Y | +655.3% | +17.0% | +638.3% | +515.7% |
| All | +526.5% | 0.0% | +526.5% | +375.4% |
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 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