+6.9%
PCOR vs INCY
+20.6%
-13.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +4.5% | +15.2% | +18.9% |
| 7D | +21.8% | +5.1% | +16.7% | +21.0% |
| 30D | +39.5% | +7.6% | +31.9% | +38.2% |
| 3M | +35.2% | +1.9% | +33.4% | +34.5% |
| 6M | +21.7% | +26.5% | -4.7% | +20.4% |
| YTD | +3.9% | +24.4% | -20.4% | +2.5% |
| 1Y | +6.9% | +19.4% | -12.4% | +6.6% |
| All | +6.9% | +20.6% | -13.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling