+802.0%
PBF vs INCY
+69.5%
+732.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +2.3% | -3.7% | +6.0% | +2.5% |
| 30D | +11.6% | +1.8% | +9.7% | +11.4% |
| 3M | +81.7% | +17.0% | +64.8% | +79.3% |
| 6M | +96.4% | +28.4% | +68.1% | +92.4% |
| YTD | +189.5% | +24.8% | +164.7% | +183.0% |
| 1Y | +180.7% | +42.9% | +137.8% | +169.4% |
| 3Y | +56.6% | +92.7% | -36.1% | +42.6% |
| 5Y | +802.0% | +73.3% | +728.6% | +716.3% |
| All | +802.0% | +69.5% | +732.5% | +716.3% |
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