+11.7%
PL vs INCY
+12.6%
-0.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +22.3% | +3.1% | +19.1% | +21.8% |
| 30D | -8.3% | +12.0% | -20.4% | -9.8% |
| 3M | -43.3% | +0.8% | -44.0% | -43.0% |
| 6M | -65.8% | +22.8% | -88.6% | -66.9% |
| YTD | -29.5% | +23.2% | -52.7% | -31.8% |
| 1Y | +11.7% | +12.4% | -0.7% | +17.6% |
| All | +11.7% | +12.6% | -0.9% | +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 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