+7,101.1%
PCAR vs INCY
+6,316.0%
+785.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +3.8% | +2.3% | +1.5% | +3.5% |
| 30D | -2.0% | +6.7% | -8.6% | -2.9% |
| 3M | -19.1% | -1.0% | -18.1% | -19.1% |
| 6M | -6.8% | +22.1% | -28.9% | -9.7% |
| YTD | -2.5% | +21.8% | -24.3% | -5.6% |
| 1Y | +9.7% | +13.5% | -3.9% | +7.0% |
| 3Y | +34.0% | +129.4% | -95.5% | +17.3% |
| 5Y | +113.3% | +84.0% | +29.4% | +91.6% |
| 10Y | +278.2% | +14.9% | +263.3% | +248.0% |
| All | +7,101.1% | +6,316.0% | +785.1% | +2,834.6% |
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