+455.3%
PL vs INCY
+116.8%
+338.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +10.0% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | -29.3% | +5.5% | -34.8% | -30.4% |
| 3M | -44.8% | +1.1% | -45.8% | -45.0% |
| 6M | -68.4% | +19.8% | -88.2% | -70.4% |
| YTD | -36.4% | +21.1% | -57.5% | -40.8% |
| 1Y | +0.7% | +13.7% | -13.0% | -4.4% |
| 3Y | +455.3% | +119.3% | +336.1% | +285.9% |
| All | +455.3% | +116.8% | +338.6% | +285.9% |
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 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