-13.1%
PCOR vs INCY
+49.0%
-62.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | +22.2% | +1.5% | +20.7% | +21.8% |
| 30D | +36.0% | +8.1% | +28.0% | +33.1% |
| 3M | +34.0% | +1.1% | +32.9% | +33.3% |
| 6M | +43.5% | +23.7% | +19.8% | +34.1% |
| YTD | +5.1% | +23.4% | -18.3% | -2.4% |
| 1Y | -3.9% | +15.0% | -19.0% | -9.0% |
| 3Y | +52.9% | +132.1% | -79.2% | +8.5% |
| 5Y | -18.7% | +83.2% | -101.9% | -35.7% |
| All | -13.1% | +49.0% | -62.1% | -26.4% |
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