+330.8%
PBF vs INCY
+645.1%
-314.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +4.3% | +1.9% | +2.4% | +3.9% |
| 30D | +22.0% | +5.8% | +16.2% | +20.4% |
| 3M | +74.5% | +25.2% | +49.3% | +65.4% |
| 6M | +67.7% | +28.2% | +39.5% | +57.1% |
| YTD | +179.2% | +28.3% | +150.9% | +160.0% |
| 1Y | +170.0% | +48.3% | +121.6% | +142.4% |
| 3Y | +66.4% | +95.9% | -29.6% | +36.3% |
| 5Y | +764.5% | +66.6% | +697.9% | +626.3% |
| 10Y | +358.5% | +54.5% | +304.0% | +272.2% |
| All | +330.8% | +645.1% | -314.4% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling