+1,673.6%
PFE vs INCY
+6,400.8%
-4,727.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -3.3% | +1.5% | -4.8% | -3.4% |
| 30D | +4.9% | +8.1% | -3.2% | +4.1% |
| 3M | +10.8% | +1.1% | +9.7% | +10.7% |
| 6M | +17.5% | +23.7% | -6.2% | +15.1% |
| YTD | +25.3% | +23.4% | +1.8% | +22.5% |
| 1Y | +27.7% | +15.0% | +12.6% | +25.7% |
| 3Y | +19.6% | +132.1% | -112.5% | +9.8% |
| 5Y | -19.0% | +83.2% | -102.2% | -24.2% |
| 10Y | +51.8% | +17.1% | +34.7% | +44.0% |
| All | +1,673.6% | +6,400.8% | -4,727.2% | +882.9% |
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