+782.8%
PH vs INCY
+56.5%
+726.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -2.3% |
| 30D | -11.8% | +1.8% | -13.6% | -12.2% |
| 3M | +6.9% | +17.0% | -10.1% | +2.7% |
| 6M | -1.3% | +28.4% | -29.7% | -7.2% |
| YTD | +7.0% | +24.8% | -17.9% | +0.8% |
| 1Y | +23.1% | +42.9% | -19.8% | +12.1% |
| 3Y | +135.4% | +92.7% | +42.7% | +96.0% |
| 5Y | +250.3% | +73.3% | +177.0% | +195.9% |
| All | +782.8% | +56.5% | +726.3% | +574.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling