+1,641.4%
PEP vs INCY
+6,660.0%
-5,018.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -1.5% |
| 30D | +0.2% | +5.8% | -5.6% | -0.1% |
| 3M | -1.1% | +25.2% | -26.3% | -2.3% |
| 6M | -13.5% | +28.2% | -41.7% | -14.6% |
| YTD | -1.2% | +28.3% | -29.5% | -2.6% |
| 1Y | -1.6% | +48.3% | -49.9% | -3.7% |
| 3Y | -12.5% | +95.9% | -108.5% | -16.0% |
| 5Y | +3.0% | +66.6% | -63.5% | -0.5% |
| 10Y | +73.9% | +54.5% | +19.4% | +66.3% |
| All | +1,641.4% | +6,660.0% | -5,018.6% | +1,051.5% |
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 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