+3,558.2%
PHM vs INCY
+6,534.7%
-2,976.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -3.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -9.7% | +3.2% | -12.8% | -10.1% |
| 3M | +2.2% | +23.6% | -21.4% | -1.1% |
| 6M | -5.7% | +29.7% | -35.3% | -9.4% |
| YTD | +2.8% | +25.9% | -23.1% | -1.1% |
| 1Y | -14.4% | +43.7% | -58.1% | -19.4% |
| 3Y | +52.2% | +94.4% | -42.2% | +35.3% |
| 5Y | +154.3% | +68.0% | +86.3% | +129.8% |
| 10Y | +545.9% | +52.5% | +493.3% | +471.3% |
| All | +3,558.2% | +6,534.7% | -2,976.5% | +1,563.2% |
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