+141.0%
PH vs INCY
+96.8%
+44.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -10.3% | +3.7% | -14.0% | -10.8% |
| 3M | +5.1% | +22.1% | -17.0% | +1.4% |
| 6M | +2.3% | +29.8% | -27.5% | -2.4% |
| YTD | +8.7% | +27.6% | -18.9% | +3.6% |
| 1Y | +26.8% | +47.2% | -20.4% | +17.7% |
| All | +141.0% | +96.8% | +44.2% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling