-75.7%
PATH vs INCY
+67.3%
-142.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.3% |
| 7D | -16.3% | +1.9% | -18.2% | -16.9% |
| 30D | +9.9% | +5.8% | +4.1% | +7.6% |
| 3M | +30.2% | +25.2% | +5.0% | +19.3% |
| 6M | +37.2% | +28.2% | +9.0% | +23.9% |
| YTD | -7.3% | +28.3% | -35.6% | -16.4% |
| 1Y | +40.0% | +48.3% | -8.3% | +17.4% |
| 3Y | -4.4% | +95.9% | -100.3% | -32.5% |
| All | -75.7% | +67.3% | -142.9% | -81.9% |
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