-21.9%
PFE vs INCY
+81.8%
-103.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -3.3% | +1.5% | -4.8% | -3.7% |
| 30D | +4.9% | +8.1% | -3.2% | +2.7% |
| 3M | +10.8% | +1.1% | +9.7% | +10.4% |
| 6M | +17.5% | +23.7% | -6.2% | +10.8% |
| YTD | +25.3% | +23.4% | +1.8% | +17.5% |
| 1Y | +27.7% | +15.0% | +12.6% | +21.9% |
| 3Y | +19.6% | +132.1% | -112.5% | -9.6% |
| All | -21.9% | +81.8% | -103.7% | -34.3% |
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