+1,641.2%
PBR vs INCY
+229.4%
+1,411.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +17.5% | +3.7% | +13.9% | +16.7% |
| 3M | +20.9% | +22.1% | -1.2% | +16.1% |
| 6M | +20.2% | +29.8% | -9.5% | +13.8% |
| YTD | +84.3% | +27.6% | +56.7% | +74.3% |
| 1Y | +77.1% | +47.2% | +29.9% | +62.6% |
| 3Y | +100.8% | +97.0% | +3.9% | +71.1% |
| 5Y | +556.1% | +73.4% | +482.8% | +466.3% |
| 10Y | +676.1% | +59.2% | +616.8% | +550.6% |
| All | +1,641.2% | +229.4% | +1,411.7% | +620.6% |
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