-21.6%
PINS vs INCY
+62.8%
-84.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.4% | +3.1% | -6.5% | -4.6% |
| 30D | -14.5% | +12.0% | -26.6% | -18.4% |
| 3M | -16.5% | +0.8% | -17.3% | -17.3% |
| 6M | -7.0% | +22.8% | -29.8% | -15.8% |
| YTD | -26.1% | +23.2% | -49.4% | -34.0% |
| 1Y | -30.0% | +12.4% | -42.4% | -35.2% |
| 3Y | -38.5% | +132.1% | -170.5% | -62.9% |
| 5Y | -58.4% | +85.5% | -143.9% | -71.2% |
| All | -21.6% | +62.8% | -84.5% | -45.5% |
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