+197.4%
PDD vs INCY
+71.2%
+126.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -1.0% | +2.3% | -3.3% | -1.8% |
| 30D | -2.4% | +6.7% | -9.1% | -4.6% |
| 3M | -14.6% | -1.0% | -13.6% | -14.6% |
| 6M | -19.6% | +22.1% | -41.7% | -25.7% |
| YTD | -30.0% | +21.8% | -51.8% | -35.5% |
| 1Y | -42.5% | +13.5% | -56.0% | -45.9% |
| 3Y | -27.2% | +129.4% | -156.6% | -50.4% |
| 5Y | -8.2% | +84.0% | -92.2% | -30.7% |
| All | +197.4% | +71.2% | +126.2% | +106.5% |
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