-23.8%
PDD vs INCY
+67.2%
-91.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -13.1% | +3.2% | -16.3% | -13.8% |
| 3M | -3.5% | +23.6% | -27.1% | -8.8% |
| 6M | -21.8% | +29.7% | -51.5% | -27.2% |
| YTD | -29.7% | +25.9% | -55.6% | -34.2% |
| 1Y | -36.2% | +43.7% | -79.9% | -42.7% |
| 3Y | -16.4% | +94.4% | -110.8% | -34.4% |
| 5Y | -23.8% | +68.0% | -91.8% | -35.2% |
| All | -23.8% | +67.2% | -91.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling