+180.4%
PBF vs INCY
+41.2%
+139.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.3% |
| 7D | +5.3% | -4.2% | +9.5% | +4.4% |
| 30D | +11.7% | +0.6% | +11.2% | +11.9% |
| 3M | +91.1% | +12.6% | +78.4% | +94.0% |
| 6M | +88.4% | +28.3% | +60.1% | +99.9% |
| YTD | +194.1% | +23.0% | +171.1% | +204.6% |
| 1Y | +180.4% | +41.0% | +139.4% | +187.7% |
| All | +180.4% | +41.2% | +139.2% | +187.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling