+83.0%
PL vs INCY
+48.3%
+34.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -9.3% | +1.9% | -11.2% | -9.8% |
| 30D | -18.9% | +5.8% | -24.7% | -20.3% |
| 3M | -58.4% | +25.2% | -83.6% | -61.5% |
| 6M | -30.3% | +28.2% | -58.5% | -36.3% |
| YTD | -8.1% | +28.3% | -36.4% | -16.2% |
| 1Y | +180.5% | +48.3% | +132.1% | +142.2% |
| 3Y | +444.1% | +95.9% | +348.2% | +311.2% |
| 5Y | +83.0% | +66.6% | +16.5% | +47.4% |
| All | +83.0% | +48.3% | +34.7% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling