+26.1%
PAAS vs INCY
+20.6%
+5.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.5% | +3.9% | +7.7% |
| 7D | -1.1% | +5.1% | -6.2% | -1.8% |
| 30D | -8.5% | +7.6% | -16.1% | -9.4% |
| 3M | -7.3% | +1.9% | -9.2% | -7.1% |
| 6M | -18.3% | +26.5% | -44.7% | -19.8% |
| YTD | -19.2% | +24.4% | -43.5% | -21.7% |
| 1Y | +26.1% | +19.4% | +6.8% | +24.3% |
| All | +26.1% | +20.6% | +5.5% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling