-34.1%
PCOR vs INCY
+54.9%
-89.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -9.0% | +1.9% | -10.9% | -9.5% |
| 30D | +4.2% | +5.8% | -1.6% | +2.4% |
| 3M | +14.4% | +25.2% | -10.8% | +6.9% |
| 6M | +0.2% | +28.2% | -28.0% | -7.4% |
| YTD | -20.3% | +28.3% | -48.6% | -26.7% |
| 1Y | -16.1% | +48.3% | -64.5% | -27.0% |
| 3Y | -14.7% | +95.9% | -110.7% | -34.6% |
| 5Y | -43.2% | +66.6% | -109.7% | -54.1% |
| All | -34.1% | +54.9% | -89.0% | -44.7% |
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