-1.6%
PFE vs INCY
+95.0%
-96.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -1.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +3.8% | +3.2% | +0.7% | +3.2% |
| 3M | +10.4% | +23.6% | -13.2% | +5.2% |
| 6M | +6.3% | +29.7% | -23.4% | 0.0% |
| YTD | +17.4% | +25.9% | -8.6% | +10.8% |
| 1Y | +21.1% | +43.7% | -22.6% | +10.8% |
| 3Y | -1.6% | +94.4% | -96.0% | -18.2% |
| All | -1.6% | +95.0% | -96.6% | -18.2% |
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