+38.3%
PLD vs INCY
+132.2%
-93.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | -1.4% | +8.4% | -9.8% | -2.7% |
| 3M | -8.2% | +0.4% | -8.5% | -8.3% |
| 6M | -8.0% | +22.4% | -30.4% | -11.4% |
| YTD | +3.2% | +22.5% | -19.3% | -1.3% |
| 1Y | +7.0% | +14.8% | -7.7% | +3.6% |
| 3Y | +38.3% | +127.7% | -89.4% | +13.6% |
| All | +38.3% | +132.2% | -93.9% | +13.6% |
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