-63.0%
PINS vs INCY
+67.2%
-130.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -14.9% | +3.2% | -18.1% | -15.9% |
| 3M | -8.4% | +23.6% | -32.0% | -14.9% |
| 6M | +0.6% | +29.7% | -29.0% | -8.3% |
| YTD | -22.2% | +25.9% | -48.2% | -28.9% |
| 1Y | -46.9% | +43.7% | -90.6% | -54.6% |
| 3Y | -26.9% | +94.4% | -121.3% | -48.0% |
| 5Y | -63.0% | +68.0% | -131.0% | -71.9% |
| All | -63.0% | +67.2% | -130.1% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling