-21.4%
PFE vs INCY
+69.9%
-91.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.8% |
| 30D | +2.7% | +3.7% | -1.0% | +1.8% |
| 3M | +10.0% | +22.1% | -12.1% | +4.8% |
| 6M | +7.2% | +29.8% | -22.6% | +0.4% |
| YTD | +17.3% | +27.6% | -10.3% | +10.0% |
| 1Y | +20.3% | +47.2% | -26.9% | +8.7% |
| 3Y | -1.6% | +97.0% | -98.6% | -19.1% |
| 5Y | -21.4% | +73.4% | -94.7% | -33.8% |
| All | -21.4% | +69.9% | -91.2% | -33.8% |
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