-27.1%
PINS vs INCY
+100.4%
-127.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -12.0% | +1.9% | -13.9% | -12.3% |
| 30D | -12.7% | +5.8% | -18.5% | -13.6% |
| 3M | -5.5% | +25.2% | -30.7% | -9.3% |
| 6M | +5.3% | +28.2% | -22.9% | +0.4% |
| YTD | -21.2% | +28.3% | -49.5% | -25.1% |
| 1Y | -45.0% | +48.3% | -93.4% | -50.0% |
| All | -27.1% | +100.4% | -127.5% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling