+287.1%
PCAR vs INCY
+15.3%
+271.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | -1.4% | +8.4% | -9.8% | -2.9% |
| 3M | -18.1% | +0.4% | -18.5% | -18.3% |
| 6M | -4.0% | +22.4% | -26.4% | -7.9% |
| YTD | -1.5% | +22.5% | -23.9% | -5.8% |
| 1Y | +13.2% | +14.8% | -1.6% | +9.4% |
| 3Y | +35.8% | +127.7% | -91.9% | +13.9% |
| 5Y | +114.6% | +84.4% | +30.3% | +86.1% |
| All | +287.1% | +15.3% | +271.8% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling