+194.4%
PDD vs INCY
+79.3%
+115.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | -4.4% | -2.2% | -2.2% | -3.7% |
| 30D | -15.5% | +3.7% | -19.1% | -16.5% |
| 3M | -4.1% | +22.1% | -26.1% | -10.8% |
| 6M | -23.4% | +29.8% | -53.2% | -30.5% |
| YTD | -30.7% | +27.6% | -58.3% | -36.9% |
| 1Y | -37.6% | +47.2% | -84.8% | -46.4% |
| 3Y | -17.5% | +97.0% | -114.5% | -39.6% |
| 5Y | -24.6% | +73.4% | -98.0% | -41.7% |
| All | +194.4% | +79.3% | +115.1% | +101.9% |
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