-46.8%
PINS vs INCY
+43.7%
-90.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.8% |
| 7D | -9.9% | -3.7% | -6.2% | -9.8% |
| 30D | -20.9% | +1.8% | -22.8% | -21.0% |
| 3M | -13.7% | +17.0% | -30.7% | -13.5% |
| 6M | -3.0% | +28.4% | -31.4% | -2.9% |
| YTD | -27.5% | +24.8% | -52.3% | -27.2% |
| 1Y | -46.8% | +42.9% | -89.7% | -49.7% |
| All | -46.8% | +43.7% | -90.5% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling