+195.8%
PDD vs INCY
+72.2%
+123.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | -3.0% | +8.4% | -11.5% | -5.7% |
| 3M | -6.2% | +0.4% | -6.6% | -6.6% |
| 6M | -20.7% | +22.4% | -43.1% | -26.7% |
| YTD | -30.4% | +22.5% | -52.8% | -36.0% |
| 1Y | -41.3% | +14.8% | -56.0% | -44.9% |
| 3Y | -27.7% | +127.7% | -155.4% | -50.6% |
| 5Y | -16.9% | +84.4% | -101.3% | -37.2% |
| All | +195.8% | +72.2% | +123.6% | +105.0% |
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