+7.3%
PL vs INCY
+13.5%
-6.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.9% | +12.6% | +14.2% |
| 7D | +10.9% | +1.5% | +9.3% | +10.8% |
| 30D | -16.4% | +8.1% | -24.4% | -17.0% |
| 3M | -39.9% | +1.1% | -41.1% | -39.7% |
| 6M | -63.2% | +23.7% | -86.9% | -64.2% |
| YTD | -27.1% | +23.4% | -50.5% | -28.8% |
| All | +7.3% | +13.5% | -6.2% | +2.1% |
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