+13.4%
PG vs INCY
+69.3%
-55.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -0.8% | -4.2% | +3.4% | -0.4% |
| 30D | +0.8% | +0.6% | +0.2% | +0.7% |
| 3M | -1.3% | +12.6% | -14.0% | -2.4% |
| 6M | -3.8% | +28.3% | -32.1% | -6.0% |
| YTD | +3.6% | +23.0% | -19.4% | +1.4% |
| 1Y | -5.7% | +41.0% | -46.7% | -9.1% |
| 3Y | +1.6% | +88.6% | -87.0% | -5.7% |
| All | +13.4% | +69.3% | -55.9% | +6.1% |
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