+45.2%
PL vs INCY
+42.6%
+2.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.9% | +12.6% | +13.9% |
| 7D | +10.9% | +1.5% | +9.3% | +10.4% |
| 30D | -16.4% | +8.1% | -24.4% | -18.4% |
| 3M | -39.9% | +1.1% | -41.1% | -40.2% |
| 6M | -63.2% | +23.7% | -86.9% | -66.0% |
| YTD | -27.1% | +23.4% | -50.5% | -32.8% |
| 1Y | +12.2% | +15.0% | -2.8% | +5.7% |
| 3Y | +584.3% | +132.1% | +452.2% | +389.5% |
| 5Y | +37.0% | +83.2% | -46.2% | +11.7% |
| All | +45.2% | +42.6% | +2.5% | +17.6% |
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