+116.1%
PAAS vs INCY
+67.2%
+48.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -0.1% | +3.2% | -3.3% | -0.4% |
| 3M | +8.2% | +23.6% | -15.4% | +5.1% |
| 6M | -13.8% | +29.7% | -43.5% | -16.9% |
| YTD | -0.6% | +25.9% | -26.6% | -4.1% |
| 1Y | +44.0% | +43.7% | +0.3% | +36.1% |
| 3Y | +246.6% | +94.4% | +152.1% | +206.4% |
| 5Y | +116.1% | +68.0% | +48.1% | +94.1% |
| All | +116.1% | +67.2% | +48.9% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling