+1,700.0%
PEP vs INCY
+6,390.7%
-4,690.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.5% |
| 30D | +11.8% | +12.0% | -0.3% | +11.1% |
| 3M | +3.7% | +0.8% | +2.9% | +3.6% |
| 6M | -4.3% | +22.8% | -27.1% | -5.4% |
| YTD | +2.1% | +23.2% | -21.1% | +0.9% |
| 1Y | +2.5% | +12.4% | -9.9% | +1.7% |
| 3Y | -5.0% | +132.1% | -137.1% | -9.6% |
| 5Y | +2.9% | +85.5% | -82.6% | -1.2% |
| 10Y | +87.9% | +16.4% | +71.5% | +82.1% |
| All | +1,700.0% | +6,390.7% | -4,690.7% | +1,092.4% |
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