-76.8%
PATH vs INCY
+75.4%
-152.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.3% |
| 7D | -5.6% | +1.0% | -6.6% | -5.9% |
| 30D | -0.7% | +4.7% | -5.4% | -2.4% |
| 3M | -5.9% | -1.5% | -4.4% | -5.7% |
| 6M | +21.6% | +21.1% | +0.5% | +12.2% |
| YTD | -20.6% | +19.5% | -40.1% | -26.6% |
| 1Y | -10.6% | +11.6% | -22.2% | -15.5% |
| 3Y | -24.9% | +115.2% | -140.0% | -51.9% |
| 5Y | -76.8% | +73.9% | -150.7% | -82.4% |
| All | -76.8% | +75.4% | -152.2% | -82.4% |
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