+250.9%
PBF vs INCY
+15.3%
+235.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | -20.0% | +8.4% | -28.4% | -21.5% |
| 3M | -3.3% | +0.4% | -3.7% | -3.8% |
| 6M | +76.8% | +22.4% | +54.4% | +66.8% |
| YTD | +168.9% | +22.5% | +146.5% | +150.5% |
| 1Y | +96.4% | +14.8% | +81.6% | +86.0% |
| 3Y | +77.2% | +127.7% | -50.5% | +33.6% |
| 5Y | +417.7% | +84.4% | +333.4% | +309.7% |
| All | +250.9% | +15.3% | +235.6% | +183.5% |
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