+31.5%
PEG vs INCY
+92.5%
-61.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.7% |
| 30D | -2.8% | +1.8% | -4.6% | -2.9% |
| 3M | -6.9% | +17.0% | -23.9% | -7.8% |
| 6M | -11.4% | +28.4% | -39.8% | -12.7% |
| YTD | -7.4% | +24.8% | -32.2% | -8.9% |
| 1Y | -8.3% | +42.9% | -51.2% | -10.6% |
| All | +31.5% | +92.5% | -61.0% | +18.8% |
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