+1,601.4%
PFE vs INCY
+6,660.0%
-5,058.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | +1.9% | -0.2% | +1.6% |
| 30D | +10.2% | +5.8% | +4.4% | +9.7% |
| 3M | +12.7% | +25.2% | -12.5% | +10.3% |
| 6M | +10.5% | +28.2% | -17.7% | +7.9% |
| YTD | +20.2% | +28.3% | -8.2% | +17.1% |
| 1Y | +24.1% | +48.3% | -24.3% | +19.3% |
| 3Y | -3.6% | +95.9% | -99.5% | -10.1% |
| 5Y | -20.9% | +66.6% | -87.4% | -25.5% |
| 10Y | +35.8% | +54.5% | -18.7% | +25.9% |
| All | +1,601.4% | +6,660.0% | -5,058.6% | +839.7% |
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