+143.4%
PEG vs INCY
+54.2%
+89.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | -0.9% | -4.2% | +3.3% | -0.5% |
| 30D | -3.7% | +0.6% | -4.3% | -3.8% |
| 3M | -7.3% | +12.6% | -19.9% | -8.4% |
| 6M | -10.5% | +28.3% | -38.8% | -12.6% |
| YTD | -7.5% | +23.0% | -30.5% | -9.5% |
| 1Y | -8.7% | +41.0% | -49.7% | -12.0% |
| 3Y | +31.4% | +88.6% | -57.2% | +22.2% |
| 5Y | +37.8% | +70.8% | -33.0% | +28.7% |
| All | +143.4% | +54.2% | +89.2% | +122.1% |
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