+38.0%
PEG vs INCY
+69.5%
-31.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.9% | -3.7% | +2.8% | -0.6% |
| 30D | -2.8% | +1.8% | -4.6% | -3.0% |
| 3M | -6.9% | +17.0% | -23.9% | -8.5% |
| 6M | -11.4% | +28.4% | -39.8% | -13.8% |
| YTD | -7.4% | +24.8% | -32.2% | -9.9% |
| 1Y | -8.3% | +42.9% | -51.2% | -12.2% |
| 3Y | +31.5% | +92.7% | -61.1% | +19.7% |
| 5Y | +38.0% | +73.3% | -35.4% | +25.0% |
| All | +38.0% | +69.5% | -31.6% | +25.0% |
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