-68.4%
PL vs INCY
+21.3%
-89.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +10.4% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | -29.3% | +5.5% | -34.8% | -28.9% |
| 3M | -44.8% | +1.1% | -45.8% | -43.9% |
| 6M | -68.4% | +19.8% | -88.2% | -67.0% |
| All | -68.4% | +21.3% | -89.7% | -67.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling