-21.8%
PATH vs INCY
+116.8%
-138.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | -0.5% | +5.5% | -6.0% | -1.6% |
| 3M | -7.1% | +1.1% | -8.2% | -7.5% |
| 6M | +23.8% | +19.8% | +4.0% | +19.2% |
| YTD | -20.7% | +21.1% | -41.8% | -23.8% |
| 1Y | -8.1% | +13.7% | -21.8% | -10.7% |
| 3Y | -21.8% | +119.3% | -141.1% | -33.5% |
| All | -21.8% | +116.8% | -138.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling