-0.7%
PLD vs INCY
+83.5%
-84.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -1.4% | +8.4% | -9.8% | -3.1% |
| 3M | -8.2% | +0.4% | -8.5% | -8.4% |
| 6M | -8.0% | +22.4% | -30.4% | -12.5% |
| YTD | +3.2% | +22.5% | -19.3% | -2.6% |
| 1Y | +7.0% | +14.8% | -7.7% | +2.5% |
| 3Y | +38.3% | +127.7% | -89.4% | +5.9% |
| All | -0.7% | +83.5% | -84.2% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling