-12.5%
PEP vs INCY
+95.0%
-107.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.7% | +3.2% | -2.5% | +0.3% |
| 3M | -0.5% | +23.6% | -24.1% | -2.4% |
| 6M | -11.3% | +29.7% | -41.0% | -13.4% |
| YTD | -0.6% | +25.9% | -26.5% | -2.9% |
| 1Y | +1.7% | +43.7% | -42.1% | -2.5% |
| 3Y | -12.5% | +94.4% | -106.9% | -22.2% |
| All | -12.5% | +95.0% | -107.4% | -22.2% |
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