+2,381.0%
PG vs INCY
+6,474.9%
-4,093.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -2.5% |
| 30D | -1.5% | +1.8% | -3.4% | -1.6% |
| 3M | -3.4% | +17.0% | -20.3% | -4.2% |
| 6M | -7.0% | +28.4% | -35.4% | -8.2% |
| YTD | +2.0% | +24.8% | -22.8% | +0.7% |
| 1Y | -6.5% | +42.9% | -49.4% | -8.4% |
| 3Y | +1.2% | +92.7% | -91.5% | -2.9% |
| 5Y | +12.8% | +73.3% | -60.5% | +8.6% |
| 10Y | +117.7% | +55.8% | +61.9% | +107.7% |
| All | +2,381.0% | +6,474.9% | -4,093.9% | +1,492.5% |
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