-14.4%
PCOR vs INCY
+46.3%
-60.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | +22.7% | -0.6% | +23.3% | +23.1% |
| 30D | +37.5% | +5.5% | +32.0% | +35.5% |
| 3M | +35.2% | +1.1% | +34.1% | +34.6% |
| 6M | +42.2% | +19.8% | +22.4% | +34.2% |
| YTD | +3.6% | +21.1% | -17.6% | -3.3% |
| 1Y | -4.8% | +13.7% | -18.5% | -9.5% |
| 3Y | +48.3% | +119.3% | -70.9% | +7.7% |
| 5Y | -20.1% | +76.3% | -96.4% | -36.3% |
| All | -14.4% | +46.3% | -60.7% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling