+249.9%
PLD vs INCY
+56.1%
+193.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -2.2% | +3.7% | -5.9% | -2.9% |
| 3M | -7.4% | +22.1% | -29.4% | -11.0% |
| 6M | +1.9% | +29.8% | -27.9% | -3.2% |
| YTD | +7.9% | +27.6% | -19.7% | +2.4% |
| 1Y | +25.1% | +47.2% | -22.1% | +15.3% |
| 3Y | +21.9% | +97.0% | -75.1% | +4.4% |
| 5Y | +16.3% | +73.4% | -57.0% | +1.2% |
| 10Y | +249.9% | +59.2% | +190.6% | +181.9% |
| All | +249.9% | +56.1% | +193.7% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling