-25.1%
PINS vs INCY
+68.6%
-93.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -9.8% |
| 7D | -13.9% | -2.2% | -11.7% | -13.1% |
| 30D | -25.0% | +3.7% | -28.7% | -26.2% |
| 3M | -16.6% | +22.1% | -38.7% | -23.8% |
| 6M | -7.0% | +29.8% | -36.7% | -17.6% |
| YTD | -29.4% | +27.6% | -57.0% | -37.5% |
| 1Y | -49.9% | +47.2% | -97.1% | -59.1% |
| 3Y | -33.6% | +97.0% | -130.6% | -55.6% |
| 5Y | -66.8% | +73.4% | -140.2% | -76.3% |
| All | -25.1% | +68.6% | -93.7% | -48.4% |
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 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