+8,377.9%
PCAR vs INCY
+6,660.0%
+1,717.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -0.5% | +1.9% | -2.4% | -0.8% |
| 30D | -6.2% | +5.8% | -12.0% | -7.0% |
| 3M | +5.9% | +25.2% | -19.3% | +2.4% |
| 6M | +0.4% | +28.2% | -27.8% | -3.3% |
| YTD | +14.8% | +28.3% | -13.5% | +10.4% |
| 1Y | +30.1% | +48.3% | -18.2% | +22.4% |
| 3Y | +66.7% | +95.9% | -29.3% | +49.2% |
| 5Y | +166.1% | +66.6% | +99.6% | +141.9% |
| 10Y | +353.7% | +54.5% | +299.1% | +300.9% |
| All | +8,377.9% | +6,660.0% | +1,717.9% | +3,333.1% |
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