+316.7%
PANW vs INCY
+69.3%
+247.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -0.8% | -4.2% | +3.4% | -0.2% |
| 30D | -14.6% | +0.6% | -15.1% | -14.8% |
| 3M | +18.3% | +12.6% | +5.6% | +15.6% |
| 6M | +100.5% | +28.3% | +72.2% | +91.3% |
| YTD | +79.5% | +23.0% | +56.5% | +72.3% |
| 1Y | +66.7% | +41.0% | +25.8% | +55.4% |
| 3Y | +161.2% | +88.6% | +72.7% | +124.8% |
| All | +316.7% | +69.3% | +247.4% | +271.8% |
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 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