+2.9%
PEP vs INCY
+86.9%
-84.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.7% |
| 30D | +11.8% | +12.0% | -0.3% | +10.3% |
| 3M | +3.7% | +0.8% | +2.9% | +3.5% |
| 6M | -4.3% | +22.8% | -27.1% | -6.7% |
| YTD | +2.1% | +23.2% | -21.1% | -0.8% |
| 1Y | +2.5% | +12.4% | -9.9% | +0.7% |
| 3Y | -5.0% | +132.1% | -137.1% | -17.3% |
| 5Y | +2.9% | +85.5% | -82.6% | -6.5% |
| All | +2.9% | +86.9% | -84.1% | -6.5% |
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