+239.7%
PAAS vs INCY
+56.1%
+183.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | +2.6% | -2.2% | +4.8% | +2.9% |
| 30D | +2.5% | +3.7% | -1.2% | +2.1% |
| 3M | +15.1% | +22.1% | -7.0% | +12.1% |
| 6M | -12.1% | +29.8% | -41.8% | -15.0% |
| YTD | +3.1% | +27.6% | -24.5% | -0.4% |
| 1Y | +50.8% | +47.2% | +3.6% | +42.9% |
| 3Y | +259.5% | +97.0% | +162.5% | +223.4% |
| 5Y | +126.3% | +73.4% | +53.0% | +106.3% |
| 10Y | +239.7% | +59.2% | +180.5% | +131.5% |
| All | +239.7% | +56.1% | +183.6% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling