+72.9%
PBR vs INCY
+20.6%
+52.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.4% | -6.4% |
| 7D | -11.0% | +5.1% | -16.1% | -10.4% |
| 30D | -18.8% | +7.6% | -26.4% | -18.0% |
| 3M | +7.8% | +1.9% | +6.0% | +8.2% |
| 6M | -7.6% | +26.5% | -34.1% | -4.3% |
| YTD | +72.7% | +24.4% | +48.3% | +77.3% |
| 1Y | +72.9% | +19.4% | +53.6% | +79.0% |
| All | +72.9% | +20.6% | +52.3% | +79.0% |
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