-3.1%
PAAS vs INCY
+12.8%
-15.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -8.9% | +1.1% | -10.0% | -9.1% |
| 30D | -11.4% | +8.4% | -19.8% | -12.4% |
| 3M | -20.4% | +0.4% | -20.8% | -20.1% |
| 6M | -40.7% | +22.4% | -63.1% | -41.5% |
| YTD | -26.9% | +22.5% | -49.4% | -29.3% |
| 1Y | -3.1% | +14.8% | -17.8% | -4.3% |
| All | -3.1% | +12.8% | -15.8% | -4.3% |
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