+37.3%
PCAR vs INCY
+124.7%
-87.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | -2.1% | +8.1% | -10.2% | -3.4% |
| 3M | -20.4% | +1.1% | -21.5% | -20.6% |
| 6M | -7.0% | +23.7% | -30.6% | -10.5% |
| YTD | -2.6% | +23.4% | -26.1% | -6.8% |
| 1Y | +9.8% | +15.0% | -5.2% | +6.3% |
| 3Y | +37.3% | +132.1% | -94.8% | +16.4% |
| All | +37.3% | +124.7% | -87.4% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling