+35.2%
PFE vs INCY
+56.1%
-20.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.9% |
| 30D | +2.7% | +3.7% | -1.0% | +2.0% |
| 3M | +10.0% | +22.1% | -12.1% | +5.6% |
| 6M | +7.2% | +29.8% | -22.6% | +1.5% |
| YTD | +17.3% | +27.6% | -10.3% | +11.2% |
| 1Y | +20.3% | +47.2% | -26.9% | +10.8% |
| 3Y | -1.6% | +97.0% | -98.6% | -15.7% |
| 5Y | -21.4% | +73.4% | -94.7% | -31.5% |
| 10Y | +35.2% | +59.2% | -24.0% | +2.6% |
| All | +35.2% | +56.1% | -20.9% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling