+12,279.8%
PGR vs INCY
+6,378.4%
+5,901.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | -0.6% | -4.2% | +3.6% | -0.2% |
| 30D | +4.9% | +0.6% | +4.4% | +4.9% |
| 3M | +7.6% | +12.6% | -5.0% | +6.3% |
| 6M | +8.3% | +28.3% | -20.1% | +5.5% |
| YTD | +1.7% | +23.0% | -21.3% | -0.6% |
| 1Y | -6.8% | +41.0% | -47.8% | -10.3% |
| 3Y | +73.4% | +88.6% | -15.1% | +60.9% |
| 5Y | +161.2% | +70.8% | +90.4% | +143.8% |
| 10Y | +819.5% | +53.5% | +766.0% | +743.3% |
| All | +12,279.8% | +6,378.4% | +5,901.4% | +6,688.9% |
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