+3,722.6%
PANW vs INCY
+392.7%
+3,329.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +2.0% | -3.7% | +5.7% | +2.8% |
| 30D | -11.8% | +1.8% | -13.6% | -12.4% |
| 3M | +28.6% | +17.0% | +11.6% | +23.4% |
| 6M | +104.4% | +28.4% | +76.0% | +91.3% |
| YTD | +83.8% | +24.8% | +58.9% | +72.6% |
| 1Y | +71.5% | +42.9% | +28.6% | +55.4% |
| 3Y | +172.2% | +92.7% | +79.5% | +123.2% |
| 5Y | +332.2% | +73.3% | +258.9% | +261.3% |
| 10Y | +1,306.4% | +55.8% | +1,250.6% | +1,038.3% |
| All | +3,722.6% | +392.7% | +3,329.9% | +2,458.1% |
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 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