-16.1%
PCOR vs INCY
+45.3%
-61.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | -9.0% | +1.9% | -10.9% | -9.1% |
| 30D | +4.2% | +5.8% | -1.6% | +3.6% |
| 3M | +14.4% | +25.2% | -10.8% | +12.5% |
| 6M | +0.2% | +28.2% | -28.0% | -1.7% |
| YTD | -20.3% | +28.3% | -48.6% | -22.0% |
| 1Y | -16.1% | +48.3% | -64.5% | -21.3% |
| All | -16.1% | +45.3% | -61.4% | -21.3% |
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