+116.4%
PCAR vs INCY
+82.2%
+34.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | +2.9% | +1.5% | +1.4% | +2.6% |
| 30D | -2.1% | +8.1% | -10.2% | -3.6% |
| 3M | -20.4% | +1.1% | -21.5% | -20.7% |
| 6M | -7.0% | +23.7% | -30.6% | -11.0% |
| YTD | -2.6% | +23.4% | -26.1% | -7.3% |
| 1Y | +9.8% | +15.0% | -5.2% | +5.9% |
| 3Y | +37.3% | +132.1% | -94.8% | +12.2% |
| 5Y | +116.4% | +83.2% | +33.2% | +92.4% |
| All | +116.4% | +82.2% | +34.2% | +92.4% |
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