+1,664.3%
PLD vs INCY
+505.3%
+1,159.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | +0.5% | +6.7% | -6.2% | -0.5% |
| 3M | -5.5% | -1.0% | -4.5% | -5.5% |
| 6M | -8.3% | +22.1% | -30.4% | -11.3% |
| YTD | +4.3% | +21.8% | -17.5% | +0.7% |
| 1Y | +7.4% | +13.5% | -6.1% | +4.7% |
| 3Y | +37.1% | +129.4% | -92.4% | +19.2% |
| 5Y | +1.3% | +84.0% | -82.6% | -9.4% |
| 10Y | +267.4% | +14.9% | +252.5% | +237.3% |
| All | +1,664.3% | +505.3% | +1,159.0% | +830.7% |
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