-77.0%
PATH vs INCY
+75.2%
-152.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | -0.5% | +5.5% | -6.0% | -2.6% |
| 3M | -7.1% | +1.1% | -8.2% | -7.8% |
| 6M | +23.8% | +19.8% | +4.0% | +14.7% |
| YTD | -20.7% | +21.1% | -41.8% | -27.1% |
| 1Y | -8.1% | +13.7% | -21.8% | -13.7% |
| 3Y | -21.8% | +119.3% | -141.1% | -50.5% |
| All | -77.0% | +75.2% | -152.2% | -82.9% |
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