+251.1%
PH vs INCY
+69.9%
+181.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | -10.3% | +3.7% | -14.0% | -10.9% |
| 3M | +5.1% | +22.1% | -17.0% | +0.6% |
| 6M | +2.3% | +29.8% | -27.5% | -3.4% |
| YTD | +8.7% | +27.6% | -18.9% | +2.7% |
| 1Y | +26.8% | +47.2% | -20.4% | +15.9% |
| 3Y | +139.2% | +97.0% | +42.2% | +102.8% |
| 5Y | +251.1% | +73.4% | +177.8% | +200.8% |
| All | +251.1% | +69.9% | +181.2% | +200.8% |
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