+15,270.7%
PH vs INCY
+6,351.7%
+8,918.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +4.3% | +1.1% | +3.2% | +4.2% |
| 30D | +0.1% | +8.4% | -8.3% | -0.9% |
| 3M | -9.4% | +0.4% | -9.7% | -9.6% |
| 6M | +8.8% | +22.4% | -13.7% | +5.7% |
| YTD | +9.6% | +22.5% | -12.9% | +6.3% |
| 1Y | +14.4% | +14.8% | -0.3% | +11.8% |
| 3Y | +134.5% | +127.7% | +6.8% | +109.1% |
| 5Y | +204.4% | +84.4% | +120.1% | +177.2% |
| 10Y | +697.3% | +15.7% | +681.5% | +644.6% |
| All | +15,270.7% | +6,351.7% | +8,918.9% | +8,092.4% |
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