+469.1%
P vs INCY
-2.2%
+471.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.2% | +3.2% |
| 7D | -23.8% | -0.6% | -23.2% | -23.6% |
| 30D | -36.6% | +5.5% | -42.1% | -37.6% |
| 3M | +10.9% | +1.1% | +9.8% | +10.0% |
| 6M | +30.0% | +19.8% | +10.2% | +22.0% |
| YTD | +44.4% | +21.1% | +23.2% | +34.5% |
| 1Y | +3.9% | +13.7% | -9.8% | -1.6% |
| 3Y | +176.6% | +119.3% | +57.3% | +109.9% |
| 5Y | +249.3% | +76.3% | +173.0% | +181.4% |
| 10Y | +726.9% | +36.6% | +690.3% | +548.0% |
| All | +469.1% | -2.2% | +471.3% | +334.1% |
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