+542.7%
PBR vs INCY
+69.3%
+473.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.7% |
| 7D | +5.4% | -4.2% | +9.5% | +5.7% |
| 30D | +22.9% | +0.6% | +22.3% | +22.8% |
| 3M | +19.6% | +12.6% | +7.0% | +18.4% |
| 6M | +16.5% | +28.3% | -11.8% | +14.1% |
| YTD | +86.7% | +23.0% | +63.7% | +83.0% |
| 1Y | +74.7% | +41.0% | +33.7% | +68.4% |
| 3Y | +102.6% | +88.6% | +14.0% | +87.1% |
| All | +542.7% | +69.3% | +473.4% | +493.4% |
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