-80.8%
PATH vs INCY
+43.2%
-124.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +1.6% | +8.4% | -6.8% | -1.3% |
| 3M | -20.4% | +0.4% | -20.8% | -20.8% |
| 6M | +40.1% | +22.4% | +17.7% | +29.5% |
| YTD | -19.0% | +22.5% | -41.5% | -25.5% |
| 1Y | -5.8% | +14.8% | -20.6% | -11.6% |
| 3Y | -22.9% | +127.7% | -150.7% | -49.7% |
| 5Y | -75.3% | +84.4% | -159.7% | -80.6% |
| All | -80.8% | +43.2% | -124.0% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling