+1,269.9%
PAAS vs INCY
+3,280.0%
-2,010.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -2.9% | +1.9% | -4.8% | -3.0% |
| 30D | +6.8% | +5.8% | +1.0% | +6.4% |
| 3M | -2.9% | +25.2% | -28.1% | -4.6% |
| 6M | -16.4% | +28.2% | -44.6% | -18.1% |
| YTD | 0.0% | +28.3% | -28.3% | -2.1% |
| 1Y | +54.3% | +48.3% | +6.0% | +49.2% |
| 3Y | +230.7% | +95.9% | +134.7% | +210.8% |
| 5Y | +111.6% | +66.6% | +45.1% | +100.8% |
| 10Y | +211.7% | +54.5% | +157.2% | +191.1% |
| All | +1,269.9% | +3,280.0% | -2,010.1% | +631.8% |
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