+268.7%
PLD vs INCY
+16.1%
+252.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +1.0% | +2.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | +0.8% | +8.1% | -7.2% | -0.7% |
| 3M | -6.1% | +1.1% | -7.2% | -6.5% |
| 6M | -8.0% | +23.7% | -31.7% | -12.1% |
| YTD | +4.7% | +23.4% | -18.7% | -0.4% |
| 1Y | +7.2% | +15.0% | -7.8% | +3.3% |
| 3Y | +39.2% | +132.1% | -92.9% | +14.5% |
| 5Y | +1.9% | +83.2% | -81.3% | -12.6% |
| All | +268.7% | +16.1% | +252.6% | +227.5% |
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