+2,082.8%
PEG vs INCY
+6,534.7%
-4,451.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -1.9% | +3.2% | -5.1% | -2.1% |
| 3M | -3.7% | +23.6% | -27.3% | -5.0% |
| 6M | -9.4% | +29.7% | -39.1% | -11.0% |
| YTD | -6.0% | +25.9% | -31.9% | -7.6% |
| 1Y | -4.4% | +43.7% | -48.1% | -6.8% |
| 3Y | +33.5% | +94.4% | -60.9% | +27.0% |
| 5Y | +35.7% | +68.0% | -32.2% | +29.9% |
| 10Y | +140.4% | +52.5% | +87.9% | +126.9% |
| All | +2,082.8% | +6,534.7% | -4,451.9% | +1,329.7% |
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