+12.2%
PCAR vs INCY
+20.6%
-8.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.4% | +3.4% |
| 7D | +3.7% | +5.1% | -1.5% | +3.0% |
| 30D | -2.9% | +7.6% | -10.6% | -3.9% |
| 3M | -21.7% | +1.9% | -23.6% | -22.0% |
| 6M | -6.6% | +26.5% | -33.1% | -9.8% |
| YTD | -2.2% | +24.4% | -26.6% | -7.1% |
| 1Y | +12.2% | +19.4% | -7.1% | +7.9% |
| All | +12.2% | +20.6% | -8.4% | +7.9% |
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