-14.9%
PDD vs INCY
+100.4%
-115.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -4.1% | +1.9% | -6.0% | -4.3% |
| 30D | -9.6% | +5.8% | -15.4% | -10.1% |
| 3M | -4.3% | +25.2% | -29.5% | -6.6% |
| 6M | -18.8% | +28.2% | -47.0% | -21.0% |
| YTD | -27.5% | +28.3% | -55.8% | -29.5% |
| 1Y | -33.6% | +48.3% | -82.0% | -36.3% |
| All | -14.9% | +100.4% | -115.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling