+1,686.9%
PFE vs INCY
+6,421.1%
-4,734.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +5.2% | +9.8% | -4.6% | +4.3% |
| 3M | +12.2% | +1.0% | +11.3% | +12.1% |
| 6M | +17.8% | +21.9% | -4.1% | +15.5% |
| YTD | +26.2% | +23.8% | +2.4% | +23.4% |
| 1Y | +23.2% | +13.0% | +10.1% | +21.4% |
| 3Y | +21.3% | +133.2% | -111.9% | +11.3% |
| 5Y | -23.1% | +87.8% | -110.9% | -28.2% |
| 10Y | +50.7% | +17.0% | +33.7% | +43.0% |
| All | +1,686.9% | +6,421.1% | -4,734.1% | +890.0% |
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